+64.4%
BKNG vs PL
+38.1%
+26.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | +2.3% | +5.6% | -3.3% | +1.7% |
| 30D | -0.7% | -16.9% | +16.3% | +0.5% |
| 3M | -25.0% | -38.2% | +13.2% | -22.4% |
| 6M | -3.5% | -63.4% | +59.9% | +3.0% |
| YTD | -25.1% | -27.6% | +2.5% | -26.9% |
| 1Y | -19.0% | +6.6% | -25.5% | -24.9% |
| 3Y | +32.6% | +557.6% | -525.0% | -13.2% |
| All | +64.4% | +38.1% | +26.3% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling