+171.6%
BKR vs PBR
+552.2%
-380.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.3% |
| 7D | -7.0% | +5.4% | -12.4% | -8.8% |
| 30D | -8.1% | +22.9% | -31.0% | -15.1% |
| 3M | -6.6% | +19.6% | -26.3% | -13.1% |
| 6M | +0.9% | +16.5% | -15.6% | -5.8% |
| YTD | +31.1% | +86.7% | -55.6% | +1.9% |
| 1Y | +27.7% | +74.7% | -47.0% | +1.6% |
| 3Y | +71.2% | +102.6% | -31.4% | +26.4% |
| All | +171.6% | +552.2% | -380.6% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 5y: compounded portfolio wealth divided by compounded PBR 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…
5y analysis · Full analysis span regression · 6 months rolling