+209.9%
BKNG vs PPL
+56.5%
+153.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | -10.7% | -2.6% | -8.1% | -9.6% |
| 30D | -18.1% | -3.0% | -15.1% | -17.0% |
| 3M | +8.5% | -3.9% | +12.4% | +10.3% |
| 6M | -0.1% | -8.9% | +8.8% | +3.8% |
| YTD | -18.2% | -0.8% | -17.4% | -18.4% |
| 1Y | -19.9% | -2.1% | -17.7% | -19.7% |
| 3Y | +41.6% | +51.4% | -9.8% | +13.8% |
| 5Y | +93.1% | +36.3% | +56.8% | +62.3% |
| All | +209.9% | +56.5% | +153.4% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling