+81.1%
BKNG vs PL
+70.3%
+10.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.8% |
| 7D | -10.7% | -9.0% | -1.6% | -10.0% |
| 30D | -18.1% | -29.6% | +11.5% | -15.8% |
| 3M | +8.5% | -45.7% | +54.2% | +13.3% |
| 6M | -0.1% | -34.3% | +34.2% | +0.3% |
| YTD | -18.2% | -15.4% | -2.9% | -20.9% |
| 1Y | -19.9% | +86.1% | -105.9% | -30.1% |
| 3Y | +41.6% | +509.1% | -467.5% | -4.4% |
| 5Y | +93.1% | +68.3% | +24.8% | +47.5% |
| All | +81.1% | +70.3% | +10.8% | +38.3% |
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