+721.3%
BKNG vs PPL
+862.7%
-141.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.4% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | -0.7% | +2.6% | -3.3% | -1.6% |
| 3M | -25.0% | +0.8% | -25.8% | -25.3% |
| 6M | +3.4% | +1.4% | +2.0% | +2.8% |
| YTD | -25.0% | +4.3% | -29.3% | -26.3% |
| 1Y | -20.7% | +0.8% | -21.4% | -21.2% |
| 3Y | +30.9% | +57.9% | -27.0% | +11.3% |
| 5Y | +66.6% | +48.3% | +18.3% | +44.0% |
| 10Y | +165.1% | +66.4% | +98.7% | +116.4% |
| All | +721.3% | +862.7% | -141.4% | +791.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling