+143.2%
PM vs ABNB
+60.8%
+82.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -7.3% | +11.2% | -18.5% | -7.1% |
| 30D | -4.0% | +14.7% | -18.7% | -3.8% |
| 3M | +2.7% | +6.9% | -4.1% | +3.0% |
| 6M | +14.9% | +34.5% | -19.6% | +15.8% |
| YTD | +23.5% | +40.2% | -16.7% | +24.6% |
| 1Y | +30.4% | +57.4% | -27.1% | +31.6% |
| 3Y | +143.2% | +64.7% | +78.5% | +135.8% |
| All | +143.2% | +60.8% | +82.4% | +135.8% |
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