+544.4%
PANW vs ABNB
+16.6%
+527.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.7% |
| 7D | -0.8% | -6.5% | +5.7% | +1.0% |
| 30D | -14.6% | -5.5% | -9.1% | -13.4% |
| 3M | +18.3% | +30.0% | -11.8% | +8.5% |
| 6M | +100.5% | +27.6% | +72.9% | +84.7% |
| YTD | +79.5% | +25.4% | +54.1% | +65.9% |
| 1Y | +66.7% | +38.3% | +28.4% | +49.6% |
| 3Y | +161.2% | +15.5% | +145.7% | +140.0% |
| 5Y | +322.2% | +3.0% | +319.2% | +276.8% |
| All | +544.4% | +16.6% | +527.8% | +445.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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