+25.2%
ABNB vs PENG
+182.1%
-156.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +10.3% | -13.4% | -5.0% |
| 7D | +2.7% | +1.9% | +0.8% | +1.6% |
| 30D | +10.8% | -37.8% | +48.6% | +18.6% |
| 3M | -2.1% | -14.1% | +12.0% | -2.8% |
| 6M | +32.2% | +13.1% | +19.0% | +14.8% |
| YTD | +33.5% | +151.8% | -118.3% | -8.4% |
| 1Y | +47.8% | +136.0% | -88.2% | +2.9% |
| 3Y | +53.3% | +217.9% | -164.6% | -11.0% |
| 5Y | -5.5% | +64.1% | -69.6% | -40.3% |
| All | +25.2% | +182.1% | -156.9% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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