+0.9%
BKNG vs PENG
+18.0%
-17.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.8% |
| 7D | -4.5% | +34.6% | -39.1% | -1.1% |
| 30D | +2.3% | -35.9% | +38.3% | -1.4% |
| 3M | -23.9% | -14.7% | -9.2% | -24.0% |
| 6M | +0.9% | +13.5% | -12.6% | +3.0% |
| All | +0.9% | +18.0% | -17.1% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling