+61.6%
DRAM vs PWR
+11.0%
+50.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.3% | +6.1% | +6.3% |
| 7D | -0.6% | +4.7% | -5.3% | -3.9% |
| 30D | -18.0% | -12.5% | -5.5% | -7.3% |
| 3M | -11.9% | -9.3% | -2.5% | -4.3% |
| 6M | -18.6% | -22.2% | +3.6% | -0.5% |
| All | +61.6% | +11.0% | +50.6% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling