+3,886.2%
BKNG vs PM
+767.5%
+3,118.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -4.0% |
| 7D | -13.1% | -1.2% | -11.9% | -12.7% |
| 30D | -18.5% | -0.2% | -18.4% | -18.5% |
| 3M | +5.8% | +4.9% | +0.8% | +3.3% |
| 6M | -2.1% | +9.0% | -11.2% | -7.2% |
| YTD | -18.6% | +17.8% | -36.4% | -26.2% |
| 1Y | -21.7% | +16.8% | -38.5% | -29.0% |
| 3Y | +40.9% | +125.4% | -84.6% | -12.0% |
| 5Y | +91.0% | +128.7% | -37.7% | +16.9% |
| 10Y | +213.2% | +211.8% | +1.3% | +52.5% |
| All | +3,886.2% | +767.5% | +3,118.7% | +906.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling