-14.9%
DRAM vs PG
+18.0%
-32.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.2% |
| 7D | +18.0% | +0.6% | +17.4% | +19.3% |
| 30D | -17.4% | +10.5% | -27.9% | +5.3% |
| 3M | -20.3% | +17.4% | -37.7% | +18.2% |
| 6M | -14.9% | +18.4% | -33.3% | +38.2% |
| All | -14.9% | +18.0% | -32.9% | +38.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling