+62.5%
DRAM vs PRU
+34.2%
+28.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.6% | -11.9% | -0.7% |
| 7D | -16.6% | +9.8% | -26.4% | -10.7% |
| 30D | -26.9% | +11.6% | -38.4% | -20.6% |
| 3M | -17.8% | +3.7% | -21.5% | -14.5% |
| 6M | +6.2% | +33.0% | -26.7% | +20.2% |
| All | +62.5% | +34.2% | +28.3% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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