+521.9%
BKR vs PPG
+2,572.2%
-2,050.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.0% | -4.7% | -5.6% |
| 7D | -6.7% | -5.1% | -1.5% | -4.1% |
| 30D | -8.3% | -9.6% | +1.2% | -3.5% |
| 3M | -5.4% | -6.4% | +1.0% | -3.2% |
| 6M | +0.8% | +0.5% | +0.3% | -1.9% |
| YTD | +31.8% | +4.4% | +27.4% | +25.3% |
| 1Y | +28.6% | -0.9% | +29.5% | +24.9% |
| 3Y | +71.2% | -17.0% | +88.2% | +78.4% |
| 5Y | +179.2% | -23.7% | +202.9% | +190.5% |
| 10Y | +124.0% | +25.9% | +98.1% | +74.0% |
| All | +521.9% | +2,572.2% | -2,050.3% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling