+56.8%
ABNB vs PCG
-19.3%
+76.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +1.0% | +2.8% |
| 7D | -1.7% | +2.2% | -3.8% | -2.0% |
| 30D | +11.8% | +0.8% | +11.0% | +11.6% |
| 3M | +0.9% | -23.8% | +24.7% | +5.0% |
| 6M | +40.5% | -19.6% | +60.1% | +44.6% |
| YTD | +37.6% | -16.7% | +54.4% | +40.6% |
| 1Y | +54.1% | -19.4% | +73.5% | +58.4% |
| 3Y | +56.8% | -18.3% | +75.1% | +51.3% |
| All | +56.8% | -19.3% | +76.0% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 3y: compounded portfolio wealth divided by compounded PCG 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…
3y analysis · Full analysis span regression · 6 months rolling