+892.4%
BKNG vs PAAS
+1,142.4%
-250.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.8% |
| 7D | -6.0% | -2.9% | -3.1% | -5.8% |
| 30D | -6.6% | +6.8% | -13.4% | -7.2% |
| 3M | +15.7% | -2.9% | +18.6% | +15.7% |
| 6M | +14.1% | -16.4% | +30.6% | +15.0% |
| YTD | -9.3% | 0.0% | -9.4% | -10.2% |
| 1Y | -12.8% | +54.3% | -67.1% | -16.8% |
| 3Y | +58.4% | +230.7% | -172.2% | +40.3% |
| 5Y | +114.1% | +111.6% | +2.5% | +93.8% |
| 10Y | +246.8% | +211.7% | +35.1% | +194.1% |
| All | +892.4% | +1,142.4% | -250.0% | +1,213.5% |
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