+29.1%
ABNB vs PFGC
+136.5%
-107.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.6% |
| 7D | -1.7% | +3.4% | -5.1% | -3.3% |
| 30D | +11.8% | +16.9% | -5.1% | +3.4% |
| 3M | +0.9% | +6.4% | -5.5% | -2.5% |
| 6M | +40.5% | +16.0% | +24.5% | +29.9% |
| YTD | +37.6% | +23.6% | +14.0% | +21.3% |
| 1Y | +54.1% | +16.6% | +37.5% | +39.8% |
| 3Y | +56.8% | +82.3% | -25.5% | +10.3% |
| 5Y | -9.6% | +138.7% | -148.3% | -45.0% |
| All | +29.1% | +136.5% | -107.4% | -19.3% |
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