-19.9%
BKNG vs PR
+78.8%
-98.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.6% |
| 7D | -10.7% | -0.2% | -10.5% | -10.7% |
| 30D | -18.1% | +10.4% | -28.5% | -15.6% |
| 3M | +8.5% | +21.1% | -12.6% | +15.0% |
| 6M | -0.1% | +28.8% | -28.8% | +5.7% |
| YTD | -18.2% | +71.8% | -90.0% | -11.7% |
| 1Y | -19.9% | +73.3% | -93.2% | -15.3% |
| All | -19.9% | +78.8% | -98.7% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling