+91.7%
BKNG vs P
+252.7%
-161.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +1.0% |
| 7D | -10.7% | -4.1% | -6.5% | -10.1% |
| 30D | -18.1% | -14.0% | -4.1% | -16.4% |
| 3M | +8.5% | +41.4% | -32.9% | +0.9% |
| 6M | -0.1% | +54.2% | -54.2% | -10.2% |
| YTD | -18.2% | +40.4% | -58.7% | -25.7% |
| 1Y | -19.9% | +16.0% | -35.8% | -25.7% |
| 3Y | +41.6% | +140.7% | -99.1% | +0.8% |
| All | +91.7% | +252.7% | -161.0% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling