+173.2%
BKR vs PH
+246.0%
-72.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.6% | -5.1% | -5.9% |
| 7D | -6.7% | -3.1% | -3.5% | -5.2% |
| 30D | -8.3% | -11.8% | +3.4% | -2.7% |
| 3M | -5.4% | +6.9% | -12.3% | -9.2% |
| 6M | +0.8% | -1.3% | +2.1% | +0.2% |
| YTD | +31.8% | +7.0% | +24.9% | +25.4% |
| 1Y | +28.6% | +23.1% | +5.5% | +13.1% |
| 3Y | +71.2% | +135.4% | -64.1% | +8.5% |
| All | +173.2% | +246.0% | -72.9% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling