+109.3%
BKNG vs PATH
-76.8%
+186.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.6% | +15.7% | +1.9% |
| 7D | -6.0% | -16.3% | +10.3% | -3.4% |
| 30D | -6.6% | +9.9% | -16.5% | -8.8% |
| 3M | +15.7% | +30.2% | -14.5% | +9.4% |
| 6M | +14.1% | +37.2% | -23.1% | +6.3% |
| YTD | -9.3% | -7.3% | -2.0% | -10.2% |
| 1Y | -12.8% | +40.0% | -52.8% | -21.5% |
| 3Y | +58.4% | -4.4% | +62.8% | +43.8% |
| 5Y | +114.1% | -76.0% | +190.2% | +115.8% |
| All | +109.3% | -76.8% | +186.1% | +111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling