+39.1%
BKNG vs P
+144.8%
-105.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.2% | -3.4% |
| 7D | -13.1% | +5.0% | -18.1% | -13.6% |
| 30D | -18.5% | -0.9% | -17.6% | -18.7% |
| 3M | +5.8% | +38.7% | -32.9% | +1.2% |
| 6M | -2.1% | +54.4% | -56.5% | -8.9% |
| YTD | -18.6% | +44.8% | -63.5% | -23.9% |
| 1Y | -21.7% | +22.5% | -44.2% | -25.9% |
| All | +39.1% | +144.8% | -105.7% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling