+120.1%
DRAM vs PGR
+11.0%
+109.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | -0.3% |
| 7D | +11.0% | -2.6% | +13.5% | +7.1% |
| 30D | +20.8% | -0.2% | +21.0% | +21.4% |
| 3M | +1.0% | +7.4% | -6.4% | +28.1% |
| All | +120.1% | +11.0% | +109.1% | +192.9% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling