+171.6%
BKR vs PCG
+48.7%
+122.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.3% |
| 7D | -7.0% | -3.5% | -3.5% | -6.4% |
| 30D | -8.1% | -20.6% | +12.5% | -4.5% |
| 3M | -6.6% | -17.6% | +10.9% | -4.1% |
| 6M | +0.9% | -23.5% | +24.3% | +5.3% |
| YTD | +31.1% | -13.6% | +44.7% | +32.4% |
| 1Y | +27.7% | -11.3% | +39.0% | +27.6% |
| 3Y | +71.2% | -16.9% | +88.1% | +71.8% |
| All | +171.6% | +48.7% | +122.9% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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