-20.7%
BKNG vs PCAR
+11.3%
-31.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -0.7% | +4.9% | -5.6% | -2.6% |
| 30D | -0.7% | -1.4% | +0.7% | -0.4% |
| 3M | -25.0% | -18.1% | -6.9% | -20.7% |
| 6M | +3.4% | -4.0% | +7.5% | +4.0% |
| YTD | -25.0% | -1.5% | -23.5% | -26.9% |
| 1Y | -20.7% | +13.2% | -33.9% | -28.6% |
| All | -20.7% | +11.3% | -31.9% | -28.6% |
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