+39.1%
BKNG vs PCG
-15.4%
+54.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.4% | -3.4% |
| 7D | -13.1% | +6.5% | -19.6% | -13.6% |
| 30D | -18.5% | -16.7% | -1.8% | -17.2% |
| 3M | +5.8% | -14.2% | +19.9% | +7.2% |
| 6M | -2.1% | -21.5% | +19.3% | -0.1% |
| YTD | -18.6% | -11.2% | -7.5% | -18.2% |
| 1Y | -21.7% | -4.2% | -17.5% | -22.2% |
| All | +39.1% | -15.4% | +54.5% | +39.3% |
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