-13.6%
BKNG vs PENG
+120.5%
-134.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -9.1% | +18.9% | +9.3% |
| 7D | +15.6% | -20.5% | +36.0% | +14.4% |
| 30D | +8.0% | -20.4% | +28.3% | +7.0% |
| 3M | -11.8% | -16.4% | +4.6% | -12.3% |
| 6M | +3.8% | +49.2% | -45.5% | -5.9% |
| YTD | -19.6% | +147.2% | -166.8% | -33.3% |
| 1Y | -13.6% | +124.7% | -138.3% | -27.9% |
| All | -13.6% | +120.5% | -134.1% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling