+46.5%
BKNG vs PL
+518.4%
-471.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.0% | -6.7% |
| 7D | -7.9% | -7.5% | -0.3% | -7.6% |
| 30D | -15.9% | -25.6% | +9.7% | -15.1% |
| 3M | +11.1% | -45.6% | +56.7% | +13.3% |
| 6M | -0.7% | -29.5% | +28.9% | -1.2% |
| YTD | -15.4% | -9.7% | -5.7% | -17.6% |
| 1Y | -18.5% | +84.4% | -102.9% | -25.1% |
| 3Y | +46.5% | +550.0% | -503.5% | +16.4% |
| All | +46.5% | +518.4% | -471.9% | +16.4% |
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 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