+566.3%
BKR vs PH
+24,840.9%
-24,274.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.1% |
| 7D | -1.5% | 0.0% | -1.5% | -1.6% |
| 30D | -0.7% | -10.3% | +9.6% | +4.7% |
| 3M | +0.5% | +5.1% | -4.6% | -2.7% |
| 6M | +6.6% | +2.3% | +4.3% | +4.1% |
| YTD | +41.3% | +8.7% | +32.6% | +33.6% |
| 1Y | +42.2% | +26.8% | +15.4% | +24.0% |
| 3Y | +83.4% | +139.2% | -55.7% | +15.0% |
| 5Y | +203.6% | +251.1% | -47.5% | +53.6% |
| 10Y | +139.9% | +812.6% | -672.6% | -23.5% |
| All | +566.3% | +24,840.9% | -24,274.6% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling