+825.7%
BKNG vs PEP
+605.2%
+220.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.3% | -6.9% |
| 7D | -7.9% | +0.1% | -8.0% | -7.9% |
| 30D | -15.9% | +0.7% | -16.6% | -16.1% |
| 3M | +11.1% | -0.5% | +11.6% | +11.4% |
| 6M | -0.7% | -11.3% | +10.6% | +3.3% |
| YTD | -15.4% | -0.6% | -14.8% | -15.8% |
| 1Y | -18.5% | +1.7% | -20.2% | -19.6% |
| 3Y | +46.5% | -12.5% | +58.9% | +49.8% |
| 5Y | +98.8% | +3.9% | +94.9% | +90.6% |
| 10Y | +218.4% | +76.6% | +141.8% | +155.1% |
| All | +825.7% | +605.2% | +220.5% | +555.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling