+121.4%
BKR vs PPL
+57.8%
+63.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.6% |
| 7D | -6.7% | -1.8% | -4.9% | -5.8% |
| 30D | -8.3% | -2.2% | -6.1% | -7.3% |
| 3M | -5.4% | -3.1% | -2.3% | -4.3% |
| 6M | +0.8% | -8.1% | +8.9% | +4.5% |
| YTD | +31.8% | 0.0% | +31.8% | +30.0% |
| 1Y | +28.6% | -1.3% | +29.9% | +27.4% |
| 3Y | +71.2% | +52.7% | +18.6% | +29.0% |
| 5Y | +179.2% | +37.4% | +141.8% | +121.2% |
| All | +121.4% | +57.8% | +63.6% | +54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling