+61.6%
DRAM vs PPG
+23.1%
+38.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.4% | +9.9% | +10.1% |
| 7D | -0.6% | -1.2% | +0.6% | +0.5% |
| 30D | -18.0% | +21.2% | -39.3% | -27.1% |
| 3M | -11.9% | +8.2% | -20.1% | -15.7% |
| 6M | -18.6% | +17.2% | -35.8% | -27.7% |
| All | +61.6% | +23.1% | +38.4% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling