+209.9%
BKNG vs P
+684.8%
-474.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +1.1% |
| 7D | -10.7% | -4.1% | -6.5% | -9.9% |
| 30D | -18.1% | -14.0% | -4.1% | -16.0% |
| 3M | +8.5% | +41.4% | -32.9% | -0.7% |
| 6M | -0.1% | +54.2% | -54.2% | -11.9% |
| YTD | -18.2% | +40.4% | -58.7% | -27.0% |
| 1Y | -19.9% | +16.0% | -35.8% | -26.7% |
| 3Y | +41.6% | +140.7% | -99.1% | +0.6% |
| 5Y | +93.1% | +256.3% | -163.2% | +20.2% |
| All | +209.9% | +684.8% | -474.9% | +58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling