+825.7%
BKNG vs PCG
-15.9%
+841.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.6% | -10.4% | -7.1% |
| 7D | -7.9% | +5.4% | -13.3% | -8.5% |
| 30D | -15.9% | -15.1% | -0.8% | -14.6% |
| 3M | +11.1% | -9.8% | +20.9% | +12.0% |
| 6M | -0.7% | -18.0% | +17.3% | +1.1% |
| YTD | -15.4% | -7.2% | -8.2% | -15.3% |
| 1Y | -18.5% | +2.9% | -21.4% | -19.5% |
| 3Y | +46.5% | -11.1% | +57.5% | +46.3% |
| 5Y | +98.8% | +61.8% | +37.0% | +85.4% |
| 10Y | +218.4% | -75.2% | +293.5% | +227.3% |
| All | +825.7% | -15.9% | +841.6% | +580.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling