+37.1%
ABNB vs PCOR
-7.6%
+44.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.9% |
| 7D | -1.7% | +3.0% | -4.7% | -3.1% |
| 30D | +11.8% | +38.7% | -26.9% | -4.8% |
| 3M | +0.9% | +24.9% | -24.0% | -10.5% |
| 6M | +40.5% | +68.8% | -28.3% | +6.5% |
| YTD | +37.6% | +6.7% | +30.9% | +27.2% |
| 1Y | +54.1% | +3.0% | +51.1% | +44.9% |
| 3Y | +56.8% | +48.6% | +8.1% | +14.8% |
| 5Y | -9.6% | -12.7% | +3.1% | -26.7% |
| All | +37.1% | -7.6% | +44.7% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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