-8.5%
PFE vs ABNB
+24.6%
-33.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -1.2% |
| 7D | +1.8% | -4.0% | +5.7% | +1.9% |
| 30D | +10.2% | +19.3% | -9.1% | +9.3% |
| 3M | +12.7% | +36.1% | -23.4% | +11.0% |
| 6M | +10.5% | +34.2% | -23.7% | +8.9% |
| YTD | +20.2% | +34.1% | -13.9% | +18.3% |
| 1Y | +24.1% | +45.1% | -21.1% | +21.8% |
| 3Y | -3.6% | +37.1% | -40.7% | -5.8% |
| 5Y | -20.9% | +15.2% | -36.0% | -23.2% |
| All | -8.5% | +24.6% | -33.1% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling