+209.9%
BKNG vs PCG
-75.6%
+285.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | -10.7% | +0.5% | -11.2% | -10.7% |
| 30D | -18.1% | -18.9% | +0.8% | -16.7% |
| 3M | +8.5% | -15.8% | +24.4% | +10.0% |
| 6M | -0.1% | -22.6% | +22.5% | +2.0% |
| YTD | -18.2% | -12.2% | -6.0% | -17.7% |
| 1Y | -19.9% | -7.1% | -12.8% | -19.8% |
| 3Y | +41.6% | -15.8% | +57.4% | +42.3% |
| 5Y | +93.1% | +53.3% | +39.8% | +84.1% |
| All | +209.9% | -75.6% | +285.5% | +214.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling