+52.7%
DRAM vs PNR
-18.7%
+71.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | +7.9% | +0.3% | +7.7% | +7.9% |
| 30D | -15.4% | +31.7% | -47.1% | -17.3% |
| 3M | -25.5% | +2.6% | -28.2% | -25.2% |
| 6M | -22.3% | -6.4% | -15.9% | -18.4% |
| All | +52.7% | -18.7% | +71.4% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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