+39.8%
BKNG vs PEP
-13.9%
+53.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -10.7% | -1.4% | -9.3% | -10.5% |
| 30D | -18.1% | -0.2% | -17.9% | -18.0% |
| 3M | +8.5% | -4.3% | +12.8% | +8.9% |
| 6M | -0.1% | -13.2% | +13.1% | +0.4% |
| YTD | -18.2% | -1.9% | -16.3% | -18.3% |
| 1Y | -19.9% | -0.3% | -19.5% | -20.0% |
| All | +39.8% | -13.9% | +53.7% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling