+50.5%
DRAM vs PFGC
+33.8%
+16.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.0% | +2.4% | +7.7% |
| 7D | -9.8% | +10.8% | -20.6% | -5.8% |
| 30D | -26.9% | +17.8% | -44.7% | -22.2% |
| 3M | -17.4% | -2.7% | -14.7% | -16.5% |
| 6M | -20.9% | +20.0% | -40.9% | -25.3% |
| All | +50.5% | +33.8% | +16.7% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling