+892.4%
BKNG vs PPL
+839.8%
+52.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -6.0% | +2.7% | -8.7% | -6.8% |
| 30D | -6.6% | +0.5% | -7.1% | -6.8% |
| 3M | +15.7% | +0.7% | +15.0% | +15.4% |
| 6M | +14.1% | -7.6% | +21.7% | +16.8% |
| YTD | -9.3% | +1.8% | -11.2% | -10.2% |
| 1Y | -12.8% | -0.8% | -12.0% | -13.0% |
| 3Y | +58.4% | +56.9% | +1.6% | +34.6% |
| 5Y | +114.1% | +39.5% | +74.6% | +88.7% |
| 10Y | +246.8% | +55.4% | +191.4% | +188.7% |
| All | +892.4% | +839.8% | +52.6% | +985.4% |
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