+25.7%
ABNB vs PENG
+196.4%
-170.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.4% | -8.2% | -3.1% |
| 7D | -4.0% | +4.5% | -8.5% | -4.9% |
| 30D | +19.3% | -7.1% | +26.4% | +20.5% |
| 3M | +36.1% | -27.3% | +63.3% | +38.8% |
| 6M | +34.2% | +169.6% | -135.3% | -5.6% |
| YTD | +34.1% | +164.6% | -130.6% | -5.8% |
| 1Y | +45.1% | +109.5% | -64.3% | +7.0% |
| 3Y | +37.1% | +98.9% | -61.8% | -8.8% |
| 5Y | +15.2% | +116.3% | -101.1% | -27.9% |
| All | +25.7% | +196.4% | -170.7% | -29.0% |
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