+39.8%
BKNG vs PTC
-10.7%
+50.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -10.7% | -14.2% | +3.6% | -6.0% |
| 30D | -18.1% | -14.4% | -3.7% | -13.9% |
| 3M | +8.5% | -4.7% | +13.2% | +8.9% |
| 6M | -0.1% | -19.3% | +19.2% | +6.4% |
| YTD | -18.2% | -26.1% | +7.9% | -10.3% |
| 1Y | -19.9% | -37.1% | +17.2% | -7.1% |
| All | +39.8% | -10.7% | +50.5% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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