-20.2%
BKNG vs PM
+18.5%
-38.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.6% |
| 7D | -10.7% | +1.9% | -12.6% | -10.6% |
| 30D | -18.1% | +1.9% | -20.0% | -18.0% |
| 3M | +8.5% | +4.6% | +3.9% | +9.3% |
| 6M | -0.1% | +11.7% | -11.7% | +3.0% |
| YTD | -18.2% | +20.4% | -38.6% | -16.4% |
| All | -20.2% | +18.5% | -38.7% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling