-5.5%
ABNB vs PENG
+68.7%
-74.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +10.3% | -13.4% | -5.0% |
| 7D | +2.7% | +1.9% | +0.8% | +1.5% |
| 30D | +10.8% | -37.8% | +48.6% | +18.8% |
| 3M | -2.1% | -14.1% | +12.0% | -2.9% |
| 6M | +32.2% | +13.1% | +19.0% | +13.6% |
| YTD | +33.5% | +151.8% | -118.3% | -11.0% |
| 1Y | +47.8% | +136.0% | -88.2% | +0.1% |
| 3Y | +53.3% | +217.9% | -164.6% | -16.3% |
| 5Y | -5.5% | +64.1% | -69.6% | -42.1% |
| All | -5.5% | +68.7% | -74.1% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling