-13.6%
BKNG vs PH
+20.3%
-33.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.7% | +13.5% | +10.2% |
| 7D | +15.6% | -0.2% | +15.8% | +15.3% |
| 30D | +8.0% | -6.7% | +14.7% | +8.8% |
| 3M | -11.8% | -8.1% | -3.7% | -11.0% |
| 6M | +3.8% | +5.3% | -1.6% | +1.1% |
| YTD | -19.6% | +4.2% | -23.8% | -22.2% |
| 1Y | -13.6% | +19.3% | -32.9% | -19.5% |
| All | -13.6% | +20.3% | -33.9% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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