+721.3%
BKNG vs PAAS
+807.5%
-86.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -0.7% | -8.9% | +8.2% | 0.0% |
| 30D | -0.7% | -11.4% | +10.7% | +0.2% |
| 3M | -25.0% | -20.4% | -4.6% | -23.9% |
| 6M | +3.4% | -40.7% | +44.1% | +7.1% |
| YTD | -25.0% | -26.9% | +2.0% | -24.0% |
| 1Y | -20.7% | -3.1% | -17.6% | -21.5% |
| 3Y | +30.9% | +199.3% | -168.3% | +16.8% |
| 5Y | +66.6% | +48.3% | +18.3% | +54.7% |
| 10Y | +165.1% | +197.6% | -32.5% | +126.1% |
| All | +721.3% | +807.5% | -86.2% | +1,011.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 all: compounded portfolio wealth divided by compounded PAAS 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…
all analysis · Full analysis span regression · 6 months rolling