+3,023.4%
BKNG vs PBR
+1,916.3%
+1,107.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | 0.0% |
| 7D | -10.7% | +4.2% | -14.9% | -11.7% |
| 30D | -18.1% | +22.7% | -40.8% | -22.4% |
| 3M | +8.5% | +21.5% | -13.0% | +2.4% |
| 6M | -0.1% | +24.0% | -24.1% | -7.0% |
| YTD | -18.2% | +88.2% | -106.5% | -31.9% |
| 1Y | -19.9% | +74.8% | -94.7% | -32.3% |
| 3Y | +41.6% | +105.1% | -63.5% | +12.0% |
| 5Y | +93.1% | +572.2% | -479.1% | +6.2% |
| 10Y | +214.8% | +692.7% | -477.9% | +42.5% |
| All | +3,023.4% | +1,916.3% | +1,107.0% | +556.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling