+209.9%
BKNG vs PCAR
+373.9%
-164.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.2% |
| 7D | -10.7% | -1.6% | -9.1% | -9.9% |
| 30D | -18.1% | -7.3% | -10.8% | -15.0% |
| 3M | +8.5% | +7.8% | +0.7% | +4.0% |
| 6M | -0.1% | +3.6% | -3.6% | -2.7% |
| YTD | -18.2% | +12.9% | -31.1% | -24.2% |
| 1Y | -19.9% | +27.3% | -47.2% | -30.5% |
| 3Y | +41.6% | +61.9% | -20.3% | +3.2% |
| 5Y | +93.1% | +164.2% | -71.0% | +4.7% |
| All | +209.9% | +373.9% | -164.0% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling