+39.9%
BKNG vs PBF
+59.1%
-19.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-11 to 2026-09-11.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | -9.8% | +5.3% | -15.1% | -9.9% |
| 30D | -17.9% | +11.7% | -29.6% | -18.0% |
| 3M | +6.6% | +91.1% | -84.5% | +4.2% |
| 6M | +1.1% | +88.4% | -87.3% | -1.6% |
| YTD | -18.2% | +194.1% | -212.3% | -23.4% |
| 1Y | -20.2% | +180.4% | -200.6% | -25.2% |
| 3Y | +39.9% | +59.3% | -19.5% | +28.9% |
| All | +39.9% | +59.1% | -19.3% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 2023-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded PBF 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…
2023-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling