+795.1%
BKNG vs PG
+475.3%
+319.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -10.7% | -2.7% | -8.0% | -9.9% |
| 30D | -18.1% | -1.5% | -16.6% | -17.7% |
| 3M | +8.5% | -3.4% | +11.9% | +9.8% |
| 6M | -0.1% | -7.0% | +6.9% | +2.2% |
| YTD | -18.2% | +2.0% | -20.2% | -19.0% |
| 1Y | -19.9% | -6.5% | -13.4% | -18.6% |
| 3Y | +41.6% | +1.2% | +40.4% | +38.8% |
| 5Y | +93.1% | +12.8% | +80.3% | +82.0% |
| 10Y | +214.8% | +117.7% | +97.1% | +141.9% |
| All | +795.1% | +475.3% | +319.8% | +532.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling