+122.9%
BKR vs PCOR
-7.6%
+130.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | +3.8% | +3.0% | +0.7% | +3.4% |
| 30D | -10.3% | +38.7% | -49.0% | -13.8% |
| 3M | -21.7% | +24.9% | -46.5% | -24.0% |
| 6M | -23.8% | +68.8% | -92.6% | -29.2% |
| YTD | +10.3% | +6.7% | +3.6% | +8.3% |
| 1Y | +5.7% | +3.0% | +2.7% | +4.3% |
| 3Y | +52.6% | +48.6% | +4.0% | +43.1% |
| 5Y | +127.1% | -12.7% | +139.8% | +113.6% |
| All | +122.9% | -7.6% | +130.5% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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