+39.8%
BKNG vs PSLV
+165.1%
-125.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +0.6% |
| 7D | -10.7% | -4.9% | -5.8% | -10.6% |
| 30D | -18.1% | -1.9% | -16.2% | -18.1% |
| 3M | +8.5% | +4.2% | +4.3% | +8.5% |
| 6M | -0.1% | -27.6% | +27.5% | +0.3% |
| YTD | -18.2% | -11.7% | -6.6% | -18.4% |
| 1Y | -19.9% | +49.3% | -69.2% | -22.2% |
| All | +39.8% | +165.1% | -125.3% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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