+39.8%
BKNG vs PH
+133.8%
-94.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.2% |
| 7D | -10.7% | -3.1% | -7.5% | -9.5% |
| 30D | -18.1% | -11.8% | -6.3% | -13.9% |
| 3M | +8.5% | +6.9% | +1.6% | +4.8% |
| 6M | -0.1% | -1.3% | +1.2% | -0.4% |
| YTD | -18.2% | +7.0% | -25.2% | -21.8% |
| 1Y | -19.9% | +23.1% | -43.0% | -28.4% |
| All | +39.8% | +133.8% | -94.0% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling