-13.6%
BKNG vs PCG
-14.1%
+0.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.8% | +9.0% | +9.8% |
| 7D | +15.6% | +1.9% | +13.7% | +15.5% |
| 30D | +8.0% | +8.5% | -0.5% | +7.8% |
| 3M | -11.8% | -22.9% | +11.1% | -11.2% |
| 6M | +3.8% | -16.8% | +20.5% | +5.8% |
| YTD | -19.6% | -15.8% | -3.8% | -18.2% |
| 1Y | -13.6% | -16.0% | +2.4% | -12.1% |
| All | -13.6% | -14.1% | +0.5% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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