+521.9%
BKR vs PNR
+3,435.9%
-2,914.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.4% | -5.3% | -6.1% |
| 7D | -6.7% | -5.5% | -1.2% | -4.5% |
| 30D | -8.3% | -15.6% | +7.2% | -1.9% |
| 3M | -5.4% | -20.2% | +14.8% | +2.4% |
| 6M | +0.8% | -36.6% | +37.4% | +19.4% |
| YTD | +31.8% | -45.0% | +76.8% | +64.8% |
| 1Y | +28.6% | -47.4% | +76.0% | +63.6% |
| 3Y | +71.2% | -13.7% | +84.9% | +74.5% |
| 5Y | +179.2% | -20.8% | +200.0% | +185.7% |
| 10Y | +124.0% | +65.2% | +58.8% | +68.4% |
| All | +521.9% | +3,435.9% | -2,914.1% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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