+62.5%
DRAM vs PNC
+15.5%
+47.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.8% | -7.1% | -4.4% |
| 7D | -16.6% | +2.3% | -18.9% | -15.5% |
| 30D | -26.9% | +7.0% | -33.8% | -24.1% |
| 3M | -17.8% | -7.3% | -10.5% | -20.9% |
| 6M | +6.2% | +8.9% | -2.7% | +15.9% |
| All | +62.5% | +15.5% | +47.0% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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