+29.1%
ABNB vs PFG
+183.8%
-154.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.8% |
| 7D | -1.7% | +2.4% | -4.1% | -3.2% |
| 30D | +11.8% | +5.9% | +5.9% | +7.7% |
| 3M | +0.9% | -0.4% | +1.3% | +0.7% |
| 6M | +40.5% | +14.8% | +25.6% | +27.0% |
| YTD | +37.6% | +31.9% | +5.7% | +13.6% |
| 1Y | +54.1% | +38.8% | +15.3% | +23.1% |
| 3Y | +56.8% | +82.4% | -25.6% | +2.8% |
| 5Y | -9.6% | +94.7% | -104.3% | -42.5% |
| All | +29.1% | +183.8% | -154.7% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling