+209.9%
BKNG vs PEP
+78.6%
+131.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -10.7% | -1.4% | -9.3% | -10.1% |
| 30D | -18.1% | -0.2% | -17.9% | -18.0% |
| 3M | +8.5% | -4.3% | +12.8% | +10.6% |
| 6M | -0.1% | -13.2% | +13.1% | +5.8% |
| YTD | -18.2% | -1.9% | -16.3% | -18.3% |
| 1Y | -19.9% | -0.3% | -19.5% | -20.7% |
| 3Y | +41.6% | -13.6% | +55.2% | +46.5% |
| 5Y | +93.1% | +3.4% | +89.7% | +79.4% |
| All | +209.9% | +78.6% | +131.3% | +129.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling