+115.0%
DRAM vs PTC
-0.6%
+115.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -6.0% | +12.6% | +2.6% |
| 7D | +6.9% | -10.3% | +17.2% | -0.2% |
| 30D | +11.1% | +1.1% | +9.9% | +13.3% |
| 3M | -9.1% | +1.6% | -10.8% | +0.6% |
| All | +115.0% | -0.6% | +115.6% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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 · Available span rolling