-6.0%
PFE vs ABNB
+30.3%
-36.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -4.7% | +11.2% | -15.9% | -5.2% |
| 30D | +3.4% | +14.7% | -11.4% | +2.6% |
| 3M | +9.2% | +6.9% | +2.4% | +8.8% |
| 6M | +15.8% | +34.5% | -18.7% | +14.1% |
| YTD | +23.4% | +40.2% | -16.8% | +21.2% |
| 1Y | +25.8% | +57.4% | -31.6% | +23.0% |
| 3Y | +17.8% | +64.7% | -46.9% | +14.5% |
| 5Y | -20.2% | -2.3% | -17.9% | -23.1% |
| All | -6.0% | +30.3% | -36.3% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 10y: compounded portfolio wealth divided by compounded ABNB 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…
10y analysis · Full analysis span regression · 6 months rolling