+892.4%
BKNG vs PCG
-18.9%
+911.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.4% | -1.2% |
| 7D | -6.0% | -13.9% | +7.9% | -4.6% |
| 30D | -6.6% | -16.9% | +10.2% | -4.9% |
| 3M | +15.7% | -14.7% | +30.4% | +17.4% |
| 6M | +14.1% | -23.8% | +38.0% | +17.2% |
| YTD | -9.3% | -10.5% | +1.2% | -8.8% |
| 1Y | -12.8% | -5.1% | -7.6% | -12.9% |
| 3Y | +58.4% | -11.6% | +70.0% | +58.5% |
| 5Y | +114.1% | +59.0% | +55.1% | +100.2% |
| 10Y | +246.8% | -75.7% | +322.6% | +257.5% |
| All | +892.4% | -18.9% | +911.3% | +632.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling