+92.0%
BKNG vs PCOR
-35.6%
+127.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.6% | -0.2% | -2.8% |
| 7D | -13.1% | -9.0% | -4.1% | -10.9% |
| 30D | -18.5% | -7.0% | -11.6% | -17.1% |
| 3M | +5.8% | +18.3% | -12.6% | +0.5% |
| 6M | -2.1% | -7.8% | +5.7% | -1.8% |
| YTD | -18.6% | -25.6% | +6.9% | -14.0% |
| 1Y | -21.7% | -22.7% | +1.0% | -18.5% |
| 3Y | +40.9% | -17.7% | +58.5% | +39.2% |
| 5Y | +91.0% | -42.0% | +133.0% | +80.3% |
| All | +92.0% | -35.6% | +127.6% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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