+62.5%
DRAM vs PPG
+24.6%
+37.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.0% | -10.3% | -7.7% |
| 7D | -16.6% | +7.5% | -24.1% | -20.1% |
| 30D | -26.9% | +20.9% | -47.8% | -35.1% |
| 3M | -17.8% | +8.7% | -26.5% | -21.8% |
| 6M | +6.2% | +23.8% | -17.6% | -9.4% |
| All | +62.5% | +24.6% | +37.9% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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