+31.3%
ABNB vs PENG
+139.6%
-108.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +12.4% | -0.7% | +9.4% |
| 7D | +15.6% | -19.4% | +35.0% | +19.0% |
| 30D | +18.3% | -42.4% | +60.7% | +28.5% |
| 3M | +25.3% | -25.6% | +50.9% | +28.0% |
| 6M | +35.8% | +7.3% | +28.5% | +18.1% |
| YTD | +40.0% | +113.9% | -73.9% | -0.7% |
| 1Y | +57.6% | +93.6% | -35.9% | +14.2% |
| 3Y | +60.8% | +170.2% | -109.4% | -3.6% |
| 5Y | -5.8% | +44.2% | -50.0% | -38.8% |
| All | +31.3% | +139.6% | -108.3% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling