+270.5%
BKNG vs PR
+169.5%
+101.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | -6.0% | +2.9% | -8.9% | -6.2% |
| 30D | -6.6% | +18.0% | -24.7% | -7.9% |
| 3M | +15.7% | +16.9% | -1.2% | +14.0% |
| 6M | +14.1% | +28.2% | -14.1% | +11.4% |
| YTD | -9.3% | +69.3% | -78.7% | -13.6% |
| 1Y | -12.8% | +69.5% | -82.3% | -17.0% |
| 3Y | +58.4% | +81.7% | -23.3% | +48.7% |
| 5Y | +114.1% | +422.2% | -308.1% | +83.0% |
| 10Y | +246.8% | +110.4% | +136.5% | +205.4% |
| All | +270.5% | +169.5% | +101.0% | +220.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling