+125.1%
PM vs ABNB
+6.9%
+118.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +1.4% |
| 7D | -1.3% | -4.4% | +3.1% | -1.1% |
| 30D | -2.6% | -2.0% | -0.6% | -2.5% |
| 3M | +5.8% | +29.8% | -24.0% | +4.6% |
| 6M | +10.6% | +31.0% | -20.4% | +9.1% |
| YTD | +17.2% | +28.6% | -11.4% | +15.7% |
| 1Y | +17.6% | +40.1% | -22.4% | +15.6% |
| 3Y | +124.3% | +19.7% | +104.6% | +119.9% |
| 5Y | +125.1% | +6.5% | +118.6% | +114.2% |
| All | +125.1% | +6.9% | +118.1% | +114.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling