Stock and ETF performance explorer

DRAM vs PWR

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	PWR	Excess	Alpha
1D	+6.2%	+6.3%	-0.1%	N/A
7D	-18.2%	-12.9%	-5.3%	N/A
All	-18.2%	-11.0%	-7.1%	N/A

Daily percentage return beside PWR.

Portfolio return minus PWR return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded PWR wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.