-2.8%
ABNB vs PR
+227.5%
-230.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | +11.9% | -9.5% | +21.4% | +14.5% |
| 30D | +12.7% | -5.7% | +18.4% | +13.8% |
| 3M | +1.2% | +3.0% | -1.8% | -0.4% |
| 6M | +32.1% | +11.8% | +20.3% | +26.3% |
| YTD | +37.7% | +58.5% | -20.8% | +18.2% |
| 1Y | +55.5% | +69.9% | -14.4% | +30.7% |
| 3Y | +58.2% | +84.9% | -26.7% | +26.5% |
| 5Y | -2.8% | +246.4% | -249.2% | -39.8% |
| All | -2.8% | +227.5% | -230.3% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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