+100.7%
BKNG vs PL
+84.9%
+15.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.8% |
| 7D | -6.0% | -9.3% | +3.3% | -5.3% |
| 30D | -6.6% | -18.9% | +12.3% | -5.1% |
| 3M | +15.7% | -58.4% | +74.1% | +23.3% |
| 6M | +14.1% | -30.3% | +44.5% | +14.0% |
| YTD | -9.3% | -8.1% | -1.2% | -12.8% |
| 1Y | -12.8% | +180.5% | -193.3% | -28.2% |
| 3Y | +58.4% | +444.1% | -385.7% | +9.9% |
| 5Y | +114.1% | +83.0% | +31.1% | +62.6% |
| All | +100.7% | +84.9% | +15.9% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling