+166.1%
BKNG vs PR
+72.8%
+93.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.4% |
| 7D | -6.3% | -0.5% | -5.8% | -6.3% |
| 30D | +1.1% | -4.6% | +5.7% | +1.3% |
| 3M | -24.6% | +4.7% | -29.2% | -25.0% |
| 6M | +2.0% | +12.4% | -10.4% | +0.6% |
| YTD | -24.7% | +62.9% | -87.5% | -28.2% |
| 1Y | -20.0% | +70.6% | -90.5% | -24.0% |
| 3Y | +33.4% | +90.0% | -56.6% | +24.5% |
| 5Y | +65.4% | +255.5% | -190.1% | +44.4% |
| 10Y | +166.1% | +78.7% | +87.4% | +136.7% |
| All | +166.1% | +72.8% | +93.4% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling