+724.6%
BKNG vs PPL
+854.9%
-130.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.9% |
| 7D | -6.3% | -1.0% | -5.3% | -6.0% |
| 30D | +1.1% | +3.0% | -1.9% | +0.1% |
| 3M | -24.6% | +1.1% | -25.7% | -24.9% |
| 6M | +2.0% | -0.8% | +2.8% | +2.2% |
| YTD | -24.7% | +3.5% | -28.1% | -25.8% |
| 1Y | -20.0% | -0.9% | -19.1% | -20.1% |
| 3Y | +33.4% | +54.2% | -20.8% | +14.2% |
| 5Y | +65.4% | +46.3% | +19.1% | +43.6% |
| 10Y | +166.1% | +65.0% | +101.1% | +117.8% |
| All | +724.6% | +854.9% | -130.3% | +797.1% |
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