+30.9%
BKNG vs PCG
-19.3%
+50.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.2% |
| 7D | -0.7% | +2.2% | -2.8% | -0.9% |
| 30D | -0.7% | +0.8% | -1.4% | -0.7% |
| 3M | -25.0% | -23.8% | -1.2% | -23.1% |
| 6M | +3.4% | -19.6% | +23.1% | +5.5% |
| YTD | -25.0% | -16.7% | -8.2% | -24.2% |
| 1Y | -20.7% | -19.4% | -1.3% | -19.4% |
| 3Y | +30.9% | -18.3% | +49.2% | +33.4% |
| All | +30.9% | -19.3% | +50.2% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling