+209.9%
BKNG vs PM
+217.1%
-7.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.2% |
| 7D | -10.7% | +1.9% | -12.6% | -11.3% |
| 30D | -18.1% | +1.9% | -20.0% | -18.6% |
| 3M | +8.5% | +4.6% | +3.9% | +6.8% |
| 6M | -0.1% | +11.7% | -11.7% | -4.8% |
| YTD | -18.2% | +20.4% | -38.6% | -24.8% |
| 1Y | -19.9% | +19.0% | -38.8% | -26.2% |
| 3Y | +41.6% | +130.4% | -88.8% | -5.4% |
| 5Y | +93.1% | +131.5% | -38.3% | +27.4% |
| All | +209.9% | +217.1% | -7.2% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling