+41.5%
DRAM vs PTC
+37.5%
+4.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +5.9% | +6.2% |
| 7D | -18.2% | -0.2% | -17.9% | -18.2% |
| 30D | -34.5% | +0.8% | -35.3% | -34.4% |
| 3M | -23.6% | +32.1% | -55.7% | -16.9% |
| 6M | -19.3% | +42.6% | -61.9% | -1.0% |
| All | +41.5% | +37.5% | +4.1% | +75.7% |
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 · 6 months rolling