+9.7%
BKR vs PH
+20.3%
-10.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.7% | -1.8% | -4.7% |
| 7D | -8.8% | -0.2% | -8.6% | -8.7% |
| 30D | -13.1% | -6.7% | -6.4% | -11.5% |
| 3M | -18.9% | -8.1% | -10.8% | -17.3% |
| 6M | -27.2% | +5.3% | -32.6% | -28.6% |
| YTD | +10.7% | +4.2% | +6.5% | +8.6% |
| 1Y | +9.7% | +19.3% | -9.7% | +6.0% |
| All | +9.7% | +20.3% | -10.6% | +6.0% |
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