+56.9%
BKNG vs PATH
-3.6%
+60.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.6% | +15.7% | +1.2% |
| 7D | -6.0% | -16.3% | +10.3% | -4.0% |
| 30D | -6.6% | +9.9% | -16.5% | -8.4% |
| 3M | +15.7% | +30.2% | -14.5% | +10.6% |
| 6M | +14.1% | +37.2% | -23.1% | +7.9% |
| YTD | -9.3% | -7.3% | -2.0% | -10.6% |
| 1Y | -12.8% | +40.0% | -52.8% | -19.9% |
| All | +56.9% | -3.6% | +60.5% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling