+120.2%
BKR vs PPL
+57.2%
+63.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -7.0% | -2.1% | -4.9% | -5.9% |
| 30D | -8.1% | -3.1% | -5.0% | -6.7% |
| 3M | -6.6% | -3.1% | -3.5% | -5.5% |
| 6M | +0.9% | -8.0% | +8.8% | +4.4% |
| YTD | +31.1% | -0.3% | +31.4% | +29.6% |
| 1Y | +27.7% | -2.2% | +29.9% | +27.1% |
| 3Y | +71.2% | +50.4% | +20.8% | +30.2% |
| 5Y | +177.6% | +36.9% | +140.8% | +120.4% |
| All | +120.2% | +57.2% | +63.0% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded PPL 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling