+46.4%
DRAM vs PTC
+38.5%
+7.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.1% | -2.6% |
| 7D | -14.7% | +1.3% | -16.0% | -14.4% |
| 30D | -28.9% | +1.1% | -30.0% | -28.8% |
| 3M | -18.1% | +30.1% | -48.2% | -12.1% |
| 6M | -23.0% | +34.0% | -57.1% | -7.5% |
| All | +46.4% | +38.5% | +7.9% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling