+98.8%
BKNG vs PL
+79.0%
+19.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.0% | -6.6% |
| 7D | -7.9% | -7.5% | -0.3% | -7.3% |
| 30D | -15.9% | -25.6% | +9.7% | -13.9% |
| 3M | +11.1% | -45.6% | +56.7% | +16.0% |
| 6M | -0.7% | -29.5% | +28.9% | -0.9% |
| YTD | -15.4% | -9.7% | -5.7% | -18.6% |
| 1Y | -18.5% | +84.4% | -102.9% | -28.7% |
| 3Y | +46.5% | +550.0% | -503.5% | -1.7% |
| 5Y | +98.8% | +79.0% | +19.8% | +42.8% |
| All | +98.8% | +79.0% | +19.8% | +42.8% |
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