-13.6%
BKNG vs PPG
+38.5%
-52.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.0% | +4.9% | +8.0% |
| 7D | +15.6% | +7.5% | +8.1% | +12.7% |
| 30D | +8.0% | +20.9% | -12.9% | +1.3% |
| 3M | -11.8% | +8.7% | -20.5% | -14.4% |
| 6M | +3.8% | +23.8% | -20.1% | -1.7% |
| YTD | -19.6% | +26.5% | -46.1% | -27.5% |
| 1Y | -13.6% | +37.6% | -51.2% | -26.2% |
| All | -13.6% | +38.5% | -52.0% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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