+91.2%
BKNG vs PEP
+2.8%
+88.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -10.0% | -1.0% | -9.1% | -9.8% |
| 30D | -18.1% | -0.7% | -17.4% | -17.9% |
| 3M | +6.3% | -4.1% | +10.5% | +7.5% |
| 6M | +0.8% | -13.1% | +13.9% | +3.9% |
| YTD | -18.4% | -2.1% | -16.3% | -18.5% |
| 1Y | -20.4% | -1.7% | -18.7% | -20.7% |
| 3Y | +39.5% | -15.1% | +54.6% | +44.1% |
| All | +91.2% | +2.8% | +88.4% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling