+203.6%
BKR vs PPL
+35.6%
+168.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -1.5% | 0.0% | -1.6% | -1.6% |
| 30D | -0.7% | -1.3% | +0.6% | -0.3% |
| 3M | +0.5% | -2.6% | +3.1% | +1.0% |
| 6M | +6.6% | -8.4% | +15.0% | +9.2% |
| YTD | +41.3% | +0.2% | +41.1% | +39.8% |
| 1Y | +42.2% | -0.2% | +42.4% | +40.6% |
| 3Y | +83.4% | +52.9% | +30.5% | +49.0% |
| 5Y | +203.6% | +36.8% | +166.8% | +159.3% |
| All | +203.6% | +35.6% | +168.1% | +159.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling