+57.3%
DRAM vs PFE
+6.2%
+51.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.5% | -4.7% |
| 7D | +18.0% | -2.1% | +20.1% | +15.5% |
| 30D | -17.4% | +3.1% | -20.5% | -13.3% |
| 3M | -20.3% | +11.2% | -31.5% | -7.9% |
| 6M | -14.9% | +15.0% | -29.9% | +11.7% |
| All | +57.3% | +6.2% | +51.1% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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