+24.2%
PG vs ABNB
+16.6%
+7.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.6% |
| 7D | -0.8% | -6.5% | +5.7% | -0.8% |
| 30D | +0.8% | -5.5% | +6.3% | +0.9% |
| 3M | -1.3% | +30.0% | -31.4% | -1.4% |
| 6M | -3.8% | +27.6% | -31.4% | -3.9% |
| YTD | +3.6% | +25.4% | -21.8% | +3.6% |
| 1Y | -5.7% | +38.3% | -44.0% | -5.8% |
| 3Y | +1.6% | +15.5% | -13.9% | +1.4% |
| 5Y | +14.6% | +3.0% | +11.6% | +13.8% |
| All | +24.2% | +16.6% | +7.6% | +23.4% |
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