+892.4%
BKNG vs PCAR
+5,837.0%
-4,944.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -6.0% | -0.5% | -5.5% | -5.8% |
| 30D | -6.6% | -6.2% | -0.4% | -3.7% |
| 3M | +15.7% | +5.9% | +9.8% | +11.8% |
| 6M | +14.1% | +0.4% | +13.8% | +12.7% |
| YTD | -9.3% | +14.8% | -24.2% | -16.6% |
| 1Y | -12.8% | +30.1% | -42.9% | -24.9% |
| 3Y | +58.4% | +66.7% | -8.2% | +16.7% |
| 5Y | +114.1% | +166.1% | -52.0% | +23.4% |
| 10Y | +246.8% | +353.7% | -106.8% | +47.9% |
| All | +892.4% | +5,837.0% | -4,944.5% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling