+84.3%
BKR vs PR
+87.2%
-2.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.1% |
| 7D | +0.4% | -0.6% | +1.0% | +0.7% |
| 30D | +3.9% | +17.4% | -13.5% | -4.1% |
| 3M | -1.1% | +21.8% | -22.8% | -10.9% |
| 6M | +7.6% | +27.6% | -20.0% | -6.1% |
| YTD | +41.9% | +71.4% | -29.6% | +5.7% |
| 1Y | +42.2% | +78.3% | -36.1% | +3.3% |
| 3Y | +84.3% | +85.5% | -1.2% | +26.3% |
| All | +84.3% | +87.2% | -2.9% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 3y: compounded portfolio wealth divided by compounded PR 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…
3y analysis · Full analysis span regression · 6 months rolling