+57.3%
DRAM vs PNC
+14.3%
+43.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.7% |
| 7D | +18.0% | +1.9% | +16.1% | +18.4% |
| 30D | -17.4% | +6.2% | -23.6% | -14.7% |
| 3M | -20.3% | -8.7% | -11.6% | -24.0% |
| 6M | -14.9% | +9.2% | -24.1% | -8.5% |
| All | +57.3% | +14.3% | +43.0% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling