+39.8%
BKNG vs PNR
-14.2%
+54.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.1% |
| 7D | -10.7% | -5.5% | -5.2% | -8.6% |
| 30D | -18.1% | -15.6% | -2.5% | -12.4% |
| 3M | +8.5% | -20.2% | +28.7% | +17.0% |
| 6M | -0.1% | -36.6% | +36.6% | +18.7% |
| YTD | -18.2% | -45.0% | +26.8% | +3.2% |
| 1Y | -19.9% | -47.4% | +27.6% | +2.9% |
| All | +39.8% | -14.2% | +54.1% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling