+29.2%
ABNB vs PWR
+712.2%
-683.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | +11.9% | -11.2% | +23.2% | +14.9% |
| 30D | +12.7% | -17.4% | +30.1% | +17.7% |
| 3M | +1.2% | -11.7% | +12.9% | +2.9% |
| 6M | +32.1% | -21.7% | +53.8% | +37.7% |
| YTD | +37.7% | +38.3% | -0.6% | +12.6% |
| 1Y | +55.5% | +29.6% | +25.9% | +30.0% |
| 3Y | +58.2% | +236.1% | -178.0% | -20.9% |
| 5Y | -2.8% | +406.3% | -409.1% | -62.0% |
| All | +29.2% | +712.2% | -683.0% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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