+66.8%
BKNG vs PL
+46.3%
+20.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -6.3% | +13.4% | -19.7% | -7.3% |
| 30D | +1.1% | -10.2% | +11.3% | +1.7% |
| 3M | -24.6% | -39.5% | +14.9% | -21.8% |
| 6M | +2.0% | -65.7% | +67.8% | +9.7% |
| YTD | -24.7% | -27.3% | +2.6% | -26.5% |
| 1Y | -20.0% | +15.0% | -35.0% | -26.5% |
| 3Y | +33.4% | +560.8% | -527.5% | -12.8% |
| 5Y | +65.4% | +38.4% | +27.0% | +27.5% |
| All | +66.8% | +46.3% | +20.5% | +28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling