-13.3%
BKNG vs PNR
-33.6%
+20.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.3% |
| 7D | +12.2% | +6.0% | +6.2% | +10.3% |
| 30D | +7.0% | +32.4% | -25.4% | -2.1% |
| 3M | -18.3% | +1.6% | -19.9% | -17.9% |
| 6M | +1.1% | -9.5% | +10.7% | +4.7% |
| YTD | -20.7% | -32.0% | +11.3% | -4.6% |
| 1Y | -13.3% | -34.4% | +21.1% | +7.4% |
| All | -13.3% | -33.6% | +20.3% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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