+77.5%
BKNG vs PATH
-80.2%
+157.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +1.9% | +1.8% |
| 7D | +6.3% | -2.7% | +9.0% | +6.9% |
| 30D | +2.0% | -3.7% | +5.7% | +2.5% |
| 3M | -23.6% | -13.8% | -9.8% | -22.2% |
| 6M | -1.0% | +20.3% | -21.3% | -5.5% |
| YTD | -23.1% | -20.8% | -2.3% | -21.9% |
| 1Y | -16.5% | -9.2% | -7.3% | -17.9% |
| 3Y | +39.0% | -21.8% | +60.8% | +31.3% |
| 5Y | +58.0% | -77.4% | +135.4% | +62.1% |
| All | +77.5% | -80.2% | +157.6% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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