+213.2%
BKNG vs PR
+88.3%
+124.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | -13.1% | -0.8% | -12.3% | -13.1% |
| 30D | -18.5% | +11.3% | -29.8% | -19.2% |
| 3M | +5.8% | +24.1% | -18.3% | +3.8% |
| 6M | -2.1% | +25.4% | -27.5% | -4.3% |
| YTD | -18.6% | +71.2% | -89.9% | -22.5% |
| 1Y | -21.7% | +78.6% | -100.3% | -25.8% |
| 3Y | +40.9% | +85.2% | -44.4% | +31.9% |
| 5Y | +91.0% | +419.0% | -328.0% | +63.1% |
| 10Y | +213.2% | +86.2% | +126.9% | +178.3% |
| All | +213.2% | +88.3% | +124.9% | +178.3% |
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