+91.0%
BKNG vs PCAR
+165.3%
-74.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.6% |
| 7D | -13.1% | -0.2% | -12.9% | -13.0% |
| 30D | -18.5% | -6.9% | -11.6% | -15.9% |
| 3M | +5.8% | +2.1% | +3.7% | +4.3% |
| 6M | -2.1% | +1.6% | -3.7% | -3.6% |
| YTD | -18.6% | +12.2% | -30.9% | -23.9% |
| 1Y | -21.7% | +28.0% | -49.7% | -31.5% |
| 3Y | +40.9% | +61.0% | -20.1% | +1.7% |
| 5Y | +91.0% | +163.9% | -73.0% | -3.0% |
| All | +91.0% | +165.3% | -74.3% | -3.0% |
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 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