+74.4%
BKNG vs PATH
-80.2%
+154.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.8% |
| 7D | +8.5% | -5.3% | +13.8% | +9.5% |
| 30D | +3.1% | -0.5% | +3.6% | +3.1% |
| 3M | -22.3% | -7.1% | -15.2% | -22.0% |
| 6M | -4.1% | +23.8% | -27.9% | -8.9% |
| YTD | -24.5% | -20.7% | -3.8% | -23.3% |
| 1Y | -17.3% | -8.1% | -9.2% | -18.8% |
| 3Y | +38.4% | -21.8% | +60.2% | +30.7% |
| 5Y | +57.0% | -76.8% | +133.9% | +60.8% |
| All | +74.4% | -80.2% | +154.6% | +80.3% |
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