+65.4%
BKNG vs PENG
+68.7%
-3.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.3% | -9.7% | -0.5% |
| 7D | -6.3% | +1.9% | -8.2% | -6.9% |
| 30D | +1.1% | -37.8% | +38.9% | +5.7% |
| 3M | -24.6% | -14.1% | -10.5% | -25.0% |
| 6M | +2.0% | +13.1% | -11.1% | -8.3% |
| YTD | -24.7% | +151.8% | -176.5% | -43.7% |
| 1Y | -20.0% | +136.0% | -156.0% | -39.5% |
| 3Y | +33.4% | +217.9% | -184.6% | -13.9% |
| 5Y | +65.4% | +64.1% | +1.3% | +14.3% |
| All | +65.4% | +68.7% | -3.3% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling