-12.3%
ABNB vs PPL
+45.5%
-57.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +6.5% | -2.2% | +8.7% | +7.3% |
| 30D | +9.4% | +1.7% | +7.7% | +8.7% |
| 3M | +0.6% | +0.1% | +0.5% | +0.4% |
| 6M | +33.7% | -1.5% | +35.2% | +34.1% |
| YTD | +33.5% | +3.0% | +30.5% | +31.2% |
| 1Y | +48.8% | -1.4% | +50.3% | +48.6% |
| 3Y | +53.3% | +53.5% | -0.2% | +19.1% |
| 5Y | -12.3% | +46.4% | -58.7% | -32.8% |
| All | -12.3% | +45.5% | -57.8% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 5y: compounded portfolio wealth divided by compounded PPL 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…
5y analysis · Full analysis span regression · 6 months rolling