+140.8%
BKNG vs PENG
+752.7%
-611.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | -0.8% |
| 7D | -9.8% | -1.2% | -8.6% | -9.7% |
| 30D | -17.9% | -12.9% | -5.0% | -16.4% |
| 3M | +6.6% | -20.5% | +27.0% | +6.7% |
| 6M | +1.1% | +176.8% | -175.8% | -22.4% |
| YTD | -18.2% | +161.6% | -179.8% | -36.8% |
| 1Y | -20.2% | +95.6% | -115.8% | -35.3% |
| 3Y | +39.9% | +111.9% | -72.1% | +2.4% |
| 5Y | +93.1% | +111.4% | -18.3% | +37.1% |
| All | +140.8% | +752.7% | -611.9% | +36.3% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling