-13.3%
BKNG vs PBR
+64.4%
-77.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -2.5% |
| 7D | +12.2% | -14.2% | +26.3% | +7.6% |
| 30D | +7.0% | -21.0% | +28.0% | +1.3% |
| 3M | -18.3% | +5.4% | -23.7% | -13.9% |
| 6M | +1.1% | -10.4% | +11.6% | +3.9% |
| YTD | -20.7% | +65.5% | -86.2% | -11.2% |
| 1Y | -13.3% | +61.6% | -74.9% | -4.5% |
| All | -13.3% | +64.4% | -77.7% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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