+62.5%
DRAM vs PGR
+21.3%
+41.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.5% | -7.8% | -1.9% |
| 7D | -16.6% | +4.1% | -20.7% | -11.7% |
| 30D | -26.9% | +10.4% | -37.3% | -15.4% |
| 3M | -17.8% | +11.4% | -29.2% | -2.8% |
| 6M | +6.2% | +17.9% | -11.7% | +58.3% |
| All | +62.5% | +21.3% | +41.2% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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