+721.3%
BKNG vs PCG
-24.5%
+745.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.3% |
| 7D | -0.7% | +2.2% | -2.8% | -0.9% |
| 30D | -0.7% | +0.8% | -1.4% | -0.8% |
| 3M | -25.0% | -23.8% | -1.2% | -22.9% |
| 6M | +3.4% | -19.6% | +23.1% | +5.6% |
| YTD | -25.0% | -16.7% | -8.2% | -23.9% |
| 1Y | -20.7% | -19.4% | -1.3% | -19.3% |
| 3Y | +30.9% | -18.3% | +49.2% | +32.2% |
| 5Y | +66.6% | +10.4% | +56.2% | +62.1% |
| 10Y | +165.1% | -76.1% | +241.2% | +173.0% |
| All | +721.3% | -24.5% | +745.8% | +511.1% |
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