+187.3%
PM vs ABNB
+16.2%
+171.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.6% |
| 7D | -1.2% | -7.4% | +6.3% | -0.9% |
| 30D | -0.2% | -8.2% | +8.0% | +0.1% |
| 3M | +4.9% | +29.1% | -24.2% | +4.0% |
| 6M | +9.0% | +26.6% | -17.5% | +8.1% |
| YTD | +17.8% | +25.0% | -7.2% | +16.7% |
| 1Y | +16.8% | +37.0% | -20.2% | +15.3% |
| 3Y | +125.4% | +16.3% | +109.1% | +122.2% |
| 5Y | +128.7% | +2.2% | +126.5% | +122.6% |
| All | +187.3% | +16.2% | +171.1% | +175.4% |
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