-12.8%
BKNG vs PSX
+101.0%
-113.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -6.0% | +4.5% | -10.5% | -5.3% |
| 30D | -6.6% | +26.6% | -33.2% | -2.9% |
| 3M | +15.7% | +39.3% | -23.6% | +22.0% |
| 6M | +14.1% | +56.8% | -42.7% | +20.4% |
| YTD | -9.3% | +101.8% | -111.2% | -6.2% |
| 1Y | -12.8% | +99.6% | -112.4% | -10.1% |
| All | -12.8% | +101.0% | -113.8% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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