+25.2%
ABNB vs PFG
+182.3%
-157.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.9% |
| 7D | +6.5% | +0.1% | +6.3% | +6.2% |
| 30D | +9.4% | +5.0% | +4.4% | +6.0% |
| 3M | +0.6% | +0.1% | +0.5% | +0.1% |
| 6M | +33.7% | +13.8% | +19.9% | +21.6% |
| YTD | +33.5% | +31.2% | +2.2% | +10.5% |
| 1Y | +48.8% | +37.1% | +11.8% | +19.8% |
| 3Y | +53.3% | +80.6% | -27.3% | +1.1% |
| 5Y | -12.3% | +93.7% | -106.0% | -44.1% |
| All | +25.2% | +182.3% | -157.1% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling