+29.1%
ABNB vs PENG
+171.2%
-142.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.5% | +8.6% | +4.1% |
| 7D | -1.7% | +13.2% | -14.9% | -4.2% |
| 30D | +11.8% | -29.9% | +41.7% | +17.1% |
| 3M | +0.9% | -22.2% | +23.1% | +2.1% |
| 6M | +40.5% | -1.9% | +42.4% | +26.4% |
| YTD | +37.6% | +142.1% | -104.5% | -4.9% |
| 1Y | +54.1% | +151.5% | -97.4% | +5.1% |
| 3Y | +56.8% | +206.9% | -150.2% | -8.5% |
| 5Y | -9.6% | +58.2% | -67.8% | -42.5% |
| All | +29.1% | +171.2% | -142.2% | -28.4% |
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