+203.1%
PM vs ABNB
+28.0%
+175.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.6% |
| 7D | -6.6% | +11.9% | -18.6% | -7.0% |
| 30D | -3.4% | +12.7% | -16.1% | -3.9% |
| 3M | +5.3% | +1.2% | +4.1% | +5.2% |
| 6M | +15.5% | +32.1% | -16.6% | +14.3% |
| YTD | +24.3% | +37.7% | -13.5% | +22.7% |
| 1Y | +29.7% | +55.5% | -25.8% | +27.4% |
| 3Y | +144.9% | +58.2% | +86.7% | +138.0% |
| 5Y | +159.0% | -2.8% | +161.8% | +151.3% |
| All | +203.1% | +28.0% | +175.1% | +189.5% |
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 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