+46.4%
DRAM vs PFGC
+32.9%
+13.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -3.0% |
| 7D | -14.7% | +15.0% | -29.7% | -9.8% |
| 30D | -28.9% | +17.0% | -45.9% | -24.5% |
| 3M | -18.1% | -2.5% | -15.6% | -17.3% |
| 6M | -23.0% | +19.2% | -42.2% | -27.5% |
| All | +46.4% | +32.9% | +13.5% | +27.3% |
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