+71.2%
BKR vs PPG
-17.4%
+88.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -7.0% | -6.2% | -0.7% | -5.5% |
| 30D | -8.1% | -7.9% | -0.2% | -6.2% |
| 3M | -6.6% | -10.2% | +3.6% | -4.6% |
| 6M | +0.9% | +2.7% | -1.8% | -2.0% |
| YTD | +31.1% | +4.9% | +26.2% | +26.3% |
| 1Y | +27.7% | -3.2% | +30.9% | +26.3% |
| 3Y | +71.2% | -17.0% | +88.2% | +67.4% |
| All | +71.2% | -17.4% | +88.6% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling