-13.6%
BKNG vs PEP
+2.4%
-16.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.8% | +6.1% | +8.7% |
| 7D | +15.6% | +7.4% | +8.2% | +13.4% |
| 30D | +8.0% | +13.3% | -5.4% | +4.7% |
| 3M | -11.8% | +3.5% | -15.3% | -12.7% |
| 6M | +3.8% | -5.9% | +9.7% | +0.7% |
| YTD | -19.6% | +2.3% | -21.9% | -18.1% |
| 1Y | -13.6% | +3.7% | -17.3% | -11.1% |
| All | -13.6% | +2.4% | -16.0% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 1y: compounded portfolio wealth divided by compounded PEP 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…
1y analysis · Full analysis span regression · 6 months rolling