-13.6%
BKNG vs PL
-0.6%
-13.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -6.4% | +16.2% | +9.6% |
| 7D | +15.6% | -11.7% | +27.3% | +15.1% |
| 30D | +8.0% | -27.1% | +35.1% | +7.1% |
| 3M | -11.8% | -44.6% | +32.8% | -13.4% |
| 6M | +3.8% | -67.2% | +70.9% | +1.0% |
| YTD | -19.6% | -35.9% | +16.2% | -21.4% |
| 1Y | -13.6% | -0.4% | -13.2% | -15.8% |
| All | -13.6% | -0.6% | -13.0% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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