+25.7%
ABNB vs PFGC
+109.8%
-84.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | -4.0% | -2.2% | -1.8% | -2.9% |
| 30D | +19.3% | -11.9% | +31.3% | +26.5% |
| 3M | +36.1% | +5.0% | +31.1% | +32.6% |
| 6M | +34.2% | +8.6% | +25.6% | +28.3% |
| YTD | +34.1% | +9.7% | +24.4% | +25.7% |
| 1Y | +45.1% | -6.3% | +51.4% | +47.0% |
| 3Y | +37.1% | +58.2% | -21.1% | +3.5% |
| 5Y | +15.2% | +110.4% | -95.3% | -25.5% |
| All | +25.7% | +109.8% | -84.1% | -16.4% |
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