+166.9%
BKNG vs PENG
+762.7%
-595.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.4% | -2.0% |
| 7D | -6.0% | +4.5% | -10.5% | -6.7% |
| 30D | -6.6% | -7.1% | +0.5% | -5.9% |
| 3M | +15.7% | -27.3% | +43.0% | +17.3% |
| 6M | +14.1% | +169.6% | -155.4% | -11.9% |
| YTD | -9.3% | +164.6% | -174.0% | -30.1% |
| 1Y | -12.8% | +109.5% | -122.2% | -30.2% |
| 3Y | +58.4% | +98.9% | -40.5% | +17.7% |
| 5Y | +114.1% | +116.3% | -2.1% | +51.4% |
| All | +166.9% | +762.7% | -595.7% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling