-20.0%
DRAM vs PFE
+16.2%
-36.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -3.0% | -15.0% | -21.4% |
| 7D | -28.5% | -0.2% | -28.2% | -28.2% |
| 30D | -37.8% | +8.7% | -46.5% | -29.8% |
| 3M | -31.1% | +15.8% | -46.9% | -11.9% |
| 6M | -20.0% | +16.8% | -36.9% | +13.0% |
| All | -20.0% | +16.2% | -36.3% | +13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling