+209.9%
BKNG vs PEG
+148.3%
+61.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -10.7% | -0.9% | -9.8% | -10.3% |
| 30D | -18.1% | -2.8% | -15.4% | -17.2% |
| 3M | +8.5% | -6.9% | +15.5% | +11.7% |
| 6M | -0.1% | -11.4% | +11.3% | +4.7% |
| YTD | -18.2% | -7.4% | -10.8% | -16.4% |
| 1Y | -19.9% | -8.3% | -11.6% | -17.9% |
| 3Y | +41.6% | +31.5% | +10.1% | +20.0% |
| 5Y | +93.1% | +38.0% | +55.2% | +57.3% |
| All | +209.9% | +148.3% | +61.6% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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