+93.1%
BKNG vs PFE
-22.1%
+115.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -10.7% | -4.0% | -6.6% | -10.0% |
| 30D | -18.1% | +3.9% | -22.0% | -18.6% |
| 3M | +8.5% | +9.9% | -1.4% | +6.8% |
| 6M | -0.1% | +5.3% | -5.4% | -1.0% |
| YTD | -18.2% | +16.8% | -35.0% | -20.1% |
| 1Y | -19.9% | +20.4% | -40.3% | -22.0% |
| 3Y | +41.6% | -2.1% | +43.7% | +39.8% |
| 5Y | +93.1% | -21.0% | +114.1% | +89.0% |
| All | +93.1% | -22.1% | +115.3% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling