+39.8%
BKNG vs PEG
+32.0%
+7.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -10.7% | -0.9% | -9.8% | -10.5% |
| 30D | -18.1% | -2.8% | -15.4% | -17.7% |
| 3M | +8.5% | -6.9% | +15.5% | +10.0% |
| 6M | -0.1% | -11.4% | +11.3% | +2.2% |
| YTD | -18.2% | -7.4% | -10.8% | -17.6% |
| 1Y | -19.9% | -8.3% | -11.6% | -19.1% |
| All | +39.8% | +32.0% | +7.9% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling