-19.9%
BKNG vs PCAR
+29.3%
-49.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.4% |
| 7D | -10.7% | -1.6% | -9.1% | -10.2% |
| 30D | -18.1% | -7.3% | -10.8% | -16.4% |
| 3M | +8.5% | +7.8% | +0.7% | +6.0% |
| 6M | -0.1% | +3.6% | -3.6% | -1.6% |
| YTD | -18.2% | +12.9% | -31.1% | -21.9% |
| 1Y | -19.9% | +27.3% | -47.2% | -26.7% |
| All | -19.9% | +29.3% | -49.1% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling