+209.9%
BKNG vs PSX
+384.6%
-174.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -10.7% | +1.5% | -12.2% | -11.2% |
| 30D | -18.1% | +15.8% | -33.9% | -22.4% |
| 3M | +8.5% | +43.0% | -34.5% | -5.4% |
| 6M | -0.1% | +61.1% | -61.1% | -17.6% |
| YTD | -18.2% | +104.5% | -122.8% | -38.9% |
| 1Y | -19.9% | +102.5% | -122.4% | -40.1% |
| 3Y | +41.6% | +133.5% | -91.9% | -4.0% |
| 5Y | +93.1% | +367.0% | -273.8% | -8.5% |
| All | +209.9% | +384.6% | -174.7% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling