+60.8%
ABNB vs PENG
+184.4%
-123.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +12.4% | -0.7% | +10.3% |
| 7D | +15.6% | -19.4% | +35.0% | +17.4% |
| 30D | +18.3% | -42.4% | +60.7% | +24.0% |
| 3M | +25.3% | -25.6% | +50.9% | +26.6% |
| 6M | +35.8% | +7.3% | +28.5% | +20.9% |
| YTD | +40.0% | +113.9% | -73.9% | +5.2% |
| 1Y | +57.6% | +93.6% | -35.9% | +20.6% |
| 3Y | +60.8% | +170.2% | -109.4% | -3.7% |
| All | +60.8% | +184.4% | -123.6% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling