-12.8%
BKNG vs PNR
-43.1%
+30.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | -6.0% | -2.4% | -3.6% | -5.2% |
| 30D | -6.6% | -12.8% | +6.1% | -2.4% |
| 3M | +15.7% | -17.0% | +32.7% | +20.7% |
| 6M | +14.1% | -37.4% | +51.6% | +33.9% |
| YTD | -9.3% | -41.6% | +32.3% | +10.6% |
| 1Y | -12.8% | -44.6% | +31.9% | +5.9% |
| All | -12.8% | -43.1% | +30.3% | +5.9% |
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