+209.9%
BKNG vs PCG
-76.0%
+285.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -9.8% | -3.5% | -6.3% | -9.5% |
| 30D | -17.9% | -20.6% | +2.7% | -16.3% |
| 3M | +6.6% | -17.6% | +24.1% | +8.2% |
| 6M | +1.1% | -23.5% | +24.6% | +3.3% |
| YTD | -18.2% | -13.6% | -4.6% | -17.5% |
| 1Y | -20.2% | -11.3% | -8.9% | -19.8% |
| 3Y | +39.9% | -16.9% | +56.8% | +40.7% |
| 5Y | +93.1% | +50.8% | +42.3% | +84.4% |
| All | +209.9% | -76.0% | +285.9% | +214.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling