+31.5%
BKNG vs PPL
+54.3%
-22.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.8% |
| 7D | -6.3% | -1.0% | -5.3% | -6.1% |
| 30D | +1.1% | +3.0% | -1.9% | +0.5% |
| 3M | -24.6% | +1.1% | -25.7% | -24.8% |
| 6M | +2.0% | -0.8% | +2.8% | +2.1% |
| YTD | -24.7% | +3.5% | -28.1% | -25.3% |
| 1Y | -20.0% | -0.9% | -19.1% | -19.9% |
| All | +31.5% | +54.3% | -22.8% | +25.6% |
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