+203.6%
BKR vs PR
+429.1%
-225.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.5% | -0.8% | -0.7% | -1.2% |
| 30D | -0.7% | +11.3% | -11.9% | -5.3% |
| 3M | +0.5% | +24.1% | -23.6% | -8.9% |
| 6M | +6.6% | +25.4% | -18.7% | -4.3% |
| YTD | +41.3% | +71.2% | -30.0% | +10.5% |
| 1Y | +42.2% | +78.6% | -36.4% | +8.8% |
| 3Y | +83.4% | +85.2% | -1.8% | +35.3% |
| 5Y | +203.6% | +419.0% | -215.4% | +40.5% |
| All | +203.6% | +429.1% | -225.5% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling