+98.8%
BKNG vs PENG
+107.7%
-8.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.6% |
| 7D | -7.9% | +7.8% | -15.7% | -8.8% |
| 30D | -15.9% | -12.2% | -3.7% | -14.7% |
| 3M | +11.1% | -20.6% | +31.7% | +11.1% |
| 6M | -0.7% | +180.9% | -181.6% | -24.9% |
| YTD | -15.4% | +162.3% | -177.7% | -35.4% |
| 1Y | -18.5% | +107.3% | -125.8% | -35.3% |
| 3Y | +46.5% | +110.8% | -64.3% | +4.9% |
| 5Y | +98.8% | +117.8% | -19.1% | +44.2% |
| All | +98.8% | +107.7% | -8.9% | +44.2% |
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