+569.2%
BKR vs PCG
+110.8%
+458.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -3.0% | +0.1% |
| 7D | +0.4% | +5.4% | -5.0% | -0.6% |
| 30D | +3.9% | -15.1% | +19.0% | +6.0% |
| 3M | -1.1% | -9.8% | +8.8% | -0.2% |
| 6M | +7.6% | -18.0% | +25.6% | +10.1% |
| YTD | +41.9% | -7.2% | +49.1% | +42.0% |
| 1Y | +42.2% | +2.9% | +39.4% | +39.6% |
| 3Y | +84.3% | -11.1% | +95.4% | +84.1% |
| 5Y | +215.7% | +61.8% | +153.9% | +183.2% |
| 10Y | +130.9% | -75.2% | +206.0% | +141.2% |
| All | +569.2% | +110.8% | +458.4% | +258.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling