+17.6%
ABNB vs PENG
+113.2%
-95.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -23.0% | +19.5% | +0.6% |
| 7D | +2.2% | -36.7% | +38.9% | +9.8% |
| 30D | +6.1% | -42.0% | +48.1% | +14.6% |
| 3M | +11.6% | -33.2% | +44.8% | +16.1% |
| 6M | +21.8% | +2.1% | +19.6% | +6.1% |
| YTD | +25.4% | +90.3% | -64.9% | -9.2% |
| 1Y | +38.9% | +67.7% | -28.8% | +3.5% |
| 3Y | +38.7% | +154.2% | -115.5% | -16.6% |
| 5Y | -15.6% | +28.3% | -43.9% | -44.1% |
| All | +17.6% | +113.2% | -95.6% | -31.6% |
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