+4.4%
BKR vs PPL
-1.7%
+6.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.2% |
| 7D | +6.3% | -2.2% | +8.5% | +5.9% |
| 30D | -13.0% | +1.7% | -14.7% | -12.9% |
| 3M | -23.6% | +0.1% | -23.7% | -23.5% |
| 6M | -24.5% | -1.5% | -22.9% | -24.2% |
| YTD | +9.0% | +3.0% | +6.0% | +8.9% |
| 1Y | +4.4% | -1.4% | +5.8% | +5.1% |
| All | +4.4% | -1.7% | +6.1% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling