+91.7%
BKNG vs PGR
+159.7%
-68.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -9.8% | -0.6% | -9.2% | -9.7% |
| 30D | -17.9% | +4.9% | -22.8% | -18.6% |
| 3M | +6.6% | +7.6% | -1.1% | +4.9% |
| 6M | +1.1% | +8.3% | -7.2% | -0.7% |
| YTD | -18.2% | +1.7% | -20.0% | -18.8% |
| 1Y | -20.2% | -6.8% | -13.3% | -19.6% |
| 3Y | +39.9% | +73.4% | -33.6% | +26.2% |
| All | +91.7% | +159.7% | -68.1% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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