+39.8%
BKNG vs PG
+0.9%
+38.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -10.7% | -2.7% | -8.0% | -10.3% |
| 30D | -18.1% | -1.5% | -16.6% | -17.9% |
| 3M | +8.5% | -3.4% | +11.9% | +9.2% |
| 6M | -0.1% | -7.0% | +6.9% | +0.3% |
| YTD | -18.2% | +2.0% | -20.2% | -18.7% |
| 1Y | -19.9% | -6.5% | -13.4% | -19.6% |
| All | +39.8% | +0.9% | +38.9% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling