+20.9%
PEP vs ABNB
+27.9%
-7.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +2.1% |
| 7D | +2.9% | -1.7% | +4.6% | +3.0% |
| 30D | +12.5% | +11.8% | +0.7% | +12.1% |
| 3M | +4.5% | +0.9% | +3.6% | +4.4% |
| 6M | -0.5% | +40.5% | -41.0% | -1.5% |
| YTD | +4.4% | +37.6% | -33.2% | +3.3% |
| 1Y | +4.4% | +54.1% | -49.8% | +2.9% |
| 3Y | -3.4% | +56.8% | -60.2% | -5.4% |
| 5Y | +5.2% | -9.6% | +14.7% | +2.2% |
| All | +20.9% | +27.9% | -7.1% | +17.3% |
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