-21.4%
BKNG vs PATH
-8.1%
-13.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -4.5% | +0.7% | -5.1% | -4.6% |
| 30D | +2.3% | -1.1% | +3.5% | +2.4% |
| 3M | -23.9% | -14.2% | -9.7% | -22.8% |
| 6M | +0.9% | +30.9% | -30.0% | -4.5% |
| YTD | -24.2% | -20.1% | -4.1% | -26.8% |
| 1Y | -21.4% | -8.1% | -13.4% | -25.0% |
| All | -21.4% | -8.1% | -13.4% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling