0.0%
PG vs ABNB
+14.7%
-14.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | -2.7% | -9.5% | +6.8% | -2.7% |
| 30D | -1.5% | -9.4% | +7.8% | -1.6% |
| 3M | -3.4% | +29.9% | -33.2% | -3.0% |
| 6M | -7.0% | +26.6% | -33.6% | -6.7% |
| YTD | +2.0% | +23.5% | -21.5% | +2.4% |
| 1Y | -6.5% | +35.8% | -42.3% | -6.0% |
| All | 0.0% | +14.7% | -14.7% | -1.1% |
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