+521.9%
BKR vs PPL
+2,058.0%
-1,536.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.6% |
| 7D | -6.7% | -1.8% | -4.9% | -5.9% |
| 30D | -8.3% | -2.2% | -6.1% | -7.4% |
| 3M | -5.4% | -3.1% | -2.3% | -4.4% |
| 6M | +0.8% | -8.1% | +8.9% | +4.1% |
| YTD | +31.8% | 0.0% | +31.8% | +30.4% |
| 1Y | +28.6% | -1.3% | +29.9% | +27.7% |
| 3Y | +71.2% | +52.7% | +18.6% | +35.1% |
| 5Y | +179.2% | +37.4% | +141.8% | +130.0% |
| 10Y | +124.0% | +57.3% | +66.6% | +68.9% |
| All | +521.9% | +2,058.0% | -1,536.1% | +118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling