+15.9%
ABNB vs PFGC
+100.7%
-84.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.5% |
| 7D | -9.5% | -4.8% | -4.7% | -7.3% |
| 30D | -9.4% | -17.2% | +7.8% | -1.0% |
| 3M | +29.9% | -6.3% | +36.2% | +33.8% |
| 6M | +26.6% | +8.8% | +17.7% | +20.9% |
| YTD | +23.5% | +4.9% | +18.6% | +18.3% |
| 1Y | +35.8% | -9.5% | +45.3% | +39.9% |
| 3Y | +15.0% | +59.6% | -44.6% | -13.6% |
| 5Y | +1.5% | +113.5% | -112.0% | -33.5% |
| All | +15.9% | +100.7% | -84.8% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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