-13.1%
PEP vs ABNB
+30.7%
-43.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.6% |
| 7D | -1.4% | -4.0% | +2.6% | -1.3% |
| 30D | +0.2% | +19.3% | -19.1% | -0.3% |
| 3M | -1.1% | +36.1% | -37.2% | -1.9% |
| 6M | -13.5% | +34.2% | -47.7% | -14.2% |
| YTD | -1.2% | +34.1% | -35.2% | -1.9% |
| 1Y | -1.6% | +45.1% | -46.7% | -2.7% |
| All | -13.1% | +30.7% | -43.7% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling