-13.6%
BKNG vs P
+19.7%
-33.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -5.0% | +14.8% | +9.7% |
| 7D | +15.6% | -19.4% | +34.9% | +15.2% |
| 30D | +8.0% | -22.3% | +30.3% | +7.7% |
| 3M | -11.8% | +33.2% | -45.0% | -12.3% |
| 6M | +3.8% | +53.6% | -49.9% | +1.9% |
| YTD | -19.6% | +66.8% | -86.4% | -21.9% |
| 1Y | -13.6% | +17.5% | -31.1% | -13.1% |
| All | -13.6% | +19.7% | -33.3% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling