+46.5%
BKNG vs PR
+87.2%
-40.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.2% | -8.0% | -6.8% |
| 7D | -7.9% | -0.6% | -7.3% | -7.8% |
| 30D | -15.9% | +17.4% | -33.3% | -16.8% |
| 3M | +11.1% | +21.8% | -10.7% | +9.3% |
| 6M | -0.7% | +27.6% | -28.3% | -3.6% |
| YTD | -15.4% | +71.4% | -86.9% | -21.8% |
| 1Y | -18.5% | +78.3% | -96.9% | -25.4% |
| 3Y | +46.5% | +85.5% | -39.0% | +30.7% |
| All | +46.5% | +87.2% | -40.7% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling