+44.6%
BKNG vs PPL
+55.4%
-10.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.6% | -6.7% |
| 7D | -7.9% | +1.8% | -9.6% | -8.2% |
| 30D | -15.9% | -1.1% | -14.8% | -15.8% |
| 3M | +11.1% | 0.0% | +11.1% | +11.2% |
| 6M | -0.7% | -7.6% | +6.9% | +0.5% |
| YTD | -15.4% | +1.7% | -17.2% | -15.7% |
| 1Y | -18.5% | +1.5% | -20.1% | -18.7% |
| All | +44.6% | +55.4% | -10.8% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling