+120.2%
BKR vs PH
+820.2%
-700.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.6% |
| 7D | -7.0% | -1.3% | -5.7% | -6.2% |
| 30D | -8.1% | -11.0% | +2.9% | -1.3% |
| 3M | -6.6% | +5.5% | -12.1% | -10.6% |
| 6M | +0.9% | +1.5% | -0.6% | -1.8% |
| YTD | +31.1% | +8.8% | +22.3% | +21.7% |
| 1Y | +27.7% | +24.5% | +3.2% | +7.9% |
| 3Y | +71.2% | +141.2% | -69.9% | -8.7% |
| 5Y | +177.6% | +256.3% | -78.7% | +8.7% |
| All | +120.2% | +820.2% | -700.0% | -52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling