+3.9%
PEP vs ABNB
+6.9%
-3.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +0.8% |
| 7D | +0.1% | -4.4% | +4.5% | +0.3% |
| 30D | +0.7% | -2.0% | +2.6% | +0.7% |
| 3M | -0.5% | +29.8% | -30.4% | -1.7% |
| 6M | -11.3% | +31.0% | -42.3% | -12.4% |
| YTD | -0.6% | +28.6% | -29.2% | -1.8% |
| 1Y | +1.7% | +40.1% | -38.4% | -0.1% |
| 3Y | -12.5% | +19.7% | -32.2% | -14.1% |
| 5Y | +3.9% | +6.5% | -2.6% | +0.5% |
| All | +3.9% | +6.9% | -3.0% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling