+1,645.9%
PLTR vs BKNG
+164.5%
+1,481.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.5% |
| 7D | -9.1% | -10.7% | +1.5% | -3.3% |
| 30D | -5.2% | -18.1% | +12.9% | +5.5% |
| 3M | +27.4% | +8.5% | +18.9% | +19.1% |
| 6M | +9.7% | -0.1% | +9.8% | +6.6% |
| YTD | -6.7% | -18.2% | +11.5% | +1.2% |
| 1Y | -0.5% | -19.9% | +19.3% | +8.5% |
| 3Y | +996.2% | +41.6% | +954.6% | +751.4% |
| 5Y | +531.1% | +93.1% | +438.0% | +311.8% |
| All | +1,645.9% | +164.5% | +1,481.4% | +1,023.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 BKNG 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