+30.7%
BKNG vs PL
+557.6%
-526.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.6% |
| 7D | +2.3% | +5.6% | -3.3% | +2.1% |
| 30D | -0.7% | -16.9% | +16.3% | -0.2% |
| 3M | -25.0% | -38.2% | +13.2% | -24.0% |
| 6M | -3.5% | -63.4% | +59.9% | -0.8% |
| YTD | -25.1% | -27.6% | +2.5% | -26.5% |
| 1Y | -19.0% | +6.6% | -25.5% | -22.7% |
| All | +30.7% | +557.6% | -526.9% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling