+58.2%
ABNB vs PENG
+191.8%
-133.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.5% |
| 7D | +11.9% | -16.1% | +28.0% | +13.3% |
| 30D | +12.7% | -41.5% | +54.2% | +17.9% |
| 3M | +1.2% | -19.1% | +20.3% | +1.2% |
| 6M | +32.1% | +0.9% | +31.2% | +20.3% |
| YTD | +37.7% | +128.2% | -90.5% | +2.9% |
| 1Y | +55.5% | +98.6% | -43.1% | +19.4% |
| 3Y | +58.2% | +188.2% | -130.0% | -3.3% |
| All | +58.2% | +191.8% | -133.6% | -3.3% |
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