+91.2%
BKNG vs PM
+132.5%
-41.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -10.0% | +4.7% | -14.7% | -10.9% |
| 30D | -18.1% | +2.6% | -20.7% | -18.5% |
| 3M | +6.3% | +6.6% | -0.3% | +5.1% |
| 6M | +0.8% | +16.5% | -15.7% | -2.5% |
| YTD | -18.4% | +21.2% | -39.6% | -22.4% |
| 1Y | -20.4% | +17.9% | -38.3% | -23.8% |
| 3Y | +39.5% | +129.8% | -90.3% | +0.3% |
| All | +91.2% | +132.5% | -41.3% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling