-13.6%
BKNG vs PFE
+35.1%
-48.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.6% | +7.2% | +8.2% |
| 7D | +15.6% | +4.6% | +11.0% | +12.5% |
| 30D | +8.0% | +12.3% | -4.3% | +0.8% |
| 3M | -11.8% | +21.2% | -33.0% | -21.0% |
| 6M | +3.8% | +21.1% | -17.3% | -7.3% |
| YTD | -19.6% | +30.0% | -49.6% | -30.1% |
| 1Y | -13.6% | +35.6% | -49.2% | -26.5% |
| All | -13.6% | +35.1% | -48.7% | -26.5% |
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