+210.4%
PM vs ABNB
+27.9%
+182.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +1.1% |
| 7D | +0.5% | -1.7% | +2.2% | +0.6% |
| 30D | -3.2% | +11.8% | -15.0% | -3.6% |
| 3M | +6.2% | +0.9% | +5.3% | +6.1% |
| 6M | +7.7% | +40.5% | -32.8% | +6.4% |
| YTD | +27.3% | +37.6% | -10.4% | +25.7% |
| 1Y | +32.8% | +54.1% | -21.3% | +30.5% |
| 3Y | +150.0% | +56.8% | +93.3% | +143.0% |
| 5Y | +164.2% | -9.6% | +173.8% | +156.4% |
| All | +210.4% | +27.9% | +182.5% | +196.5% |
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