+65.4%
BKNG vs PCAR
+118.9%
-53.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.5% |
| 7D | -6.3% | +2.2% | -8.5% | -7.2% |
| 30D | +1.1% | +0.3% | +0.8% | +1.1% |
| 3M | -24.6% | -17.9% | -6.6% | -17.5% |
| 6M | +2.0% | -3.4% | +5.4% | +3.0% |
| YTD | -24.7% | -0.1% | -24.6% | -25.8% |
| 1Y | -20.0% | +13.4% | -33.4% | -26.0% |
| 3Y | +33.4% | +37.2% | -3.8% | +3.3% |
| 5Y | +65.4% | +117.3% | -52.0% | -13.8% |
| All | +65.4% | +118.9% | -53.5% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling