+31.5%
BKNG vs PENG
+222.1%
-190.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.3% | -9.7% | +0.2% |
| 7D | -6.3% | +1.9% | -8.2% | -6.4% |
| 30D | +1.1% | -37.8% | +38.9% | +3.1% |
| 3M | -24.6% | -14.1% | -10.5% | -24.8% |
| 6M | +2.0% | +13.1% | -11.1% | -5.2% |
| YTD | -24.7% | +151.8% | -176.5% | -39.1% |
| 1Y | -20.0% | +136.0% | -156.0% | -34.8% |
| All | +31.5% | +222.1% | -190.7% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling