+115.0%
DRAM vs PG
+3.2%
+111.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.3% | +6.9% | +6.1% |
| 7D | +6.9% | +1.9% | +5.1% | +10.3% |
| 30D | +11.1% | -0.2% | +11.3% | +11.2% |
| 3M | -9.1% | +4.8% | -13.9% | -2.3% |
| All | +115.0% | +3.2% | +111.9% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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 · Available span rolling