+39.2%
BKR vs PH
+30.5%
+8.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +1.7% | -3.1% | +4.8% | +2.5% |
| 30D | +3.3% | -3.2% | +6.6% | +4.0% |
| 3M | -3.6% | +10.6% | -14.2% | -7.1% |
| 6M | +5.0% | -2.1% | +7.2% | +5.2% |
| YTD | +40.9% | +10.2% | +30.8% | +34.8% |
| 1Y | +39.2% | +28.2% | +11.0% | +24.6% |
| All | +39.2% | +30.5% | +8.7% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling