-12.8%
BKNG vs PG
-4.9%
-7.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -6.0% | +1.9% | -7.9% | -6.3% |
| 30D | -6.6% | -0.2% | -6.4% | -6.6% |
| 3M | +15.7% | +4.8% | +10.9% | +16.2% |
| 6M | +14.1% | -6.1% | +20.2% | +11.1% |
| YTD | -9.3% | +4.5% | -13.8% | -10.9% |
| 1Y | -12.8% | -5.3% | -7.5% | -13.7% |
| All | -12.8% | -4.9% | -7.9% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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