+25.2%
ABNB vs PFGC
+133.9%
-108.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | +6.5% | +0.3% | +6.2% | +6.2% |
| 30D | +9.4% | +16.1% | -6.7% | +1.4% |
| 3M | +0.6% | +2.4% | -1.8% | -1.1% |
| 6M | +33.7% | +15.7% | +18.0% | +23.7% |
| YTD | +33.5% | +22.3% | +11.2% | +18.3% |
| 1Y | +48.8% | +13.9% | +35.0% | +36.6% |
| 3Y | +53.3% | +80.3% | -27.0% | +8.4% |
| 5Y | -12.3% | +136.1% | -148.4% | -46.4% |
| All | +25.2% | +133.9% | -108.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling