+20.6%
ABNB vs PCAR
+159.4%
-138.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.1% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -2.0% | -7.7% | +5.7% | +2.3% |
| 3M | +29.8% | +3.7% | +26.1% | +26.4% |
| 6M | +31.0% | +2.3% | +28.7% | +27.9% |
| YTD | +28.6% | +12.8% | +15.8% | +18.2% |
| 1Y | +40.1% | +27.8% | +12.3% | +19.0% |
| 3Y | +19.7% | +61.8% | -42.1% | -17.2% |
| 5Y | +6.5% | +168.2% | -161.7% | -48.1% |
| All | +20.6% | +159.4% | -138.8% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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