+46.4%
DRAM vs PLD
-0.5%
+46.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.8% |
| 7D | -14.7% | +0.8% | -15.5% | -14.5% |
| 30D | -28.9% | +0.5% | -29.4% | -28.5% |
| 3M | -18.1% | -5.5% | -12.6% | -19.2% |
| 6M | -23.0% | -8.3% | -14.7% | -22.2% |
| All | +46.4% | -0.5% | +46.9% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 10y: compounded portfolio wealth divided by compounded PLD 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…
10y analysis · Full analysis span regression · 6 months rolling