+256.6%
BKR vs PBR
+1,916.3%
-1,659.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.2% | -8.8% | -7.5% |
| 7D | -6.7% | +4.2% | -10.9% | -8.3% |
| 30D | -8.3% | +22.7% | -31.1% | -16.0% |
| 3M | -5.4% | +21.5% | -26.9% | -13.2% |
| 6M | +0.8% | +24.0% | -23.2% | -8.9% |
| YTD | +31.8% | +88.2% | -56.4% | 0.0% |
| 1Y | +28.6% | +74.8% | -46.2% | +0.4% |
| 3Y | +71.2% | +105.1% | -33.9% | +22.4% |
| 5Y | +179.2% | +572.2% | -393.0% | +15.3% |
| 10Y | +124.0% | +692.7% | -568.8% | -27.1% |
| All | +256.6% | +1,916.3% | -1,659.7% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling