+170.6%
BKR vs PR
+169.5%
+1.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | +1.7% | +2.9% | -1.2% | +1.0% |
| 30D | +3.3% | +18.0% | -14.7% | -0.8% |
| 3M | -3.6% | +16.9% | -20.5% | -7.4% |
| 6M | +5.0% | +28.2% | -23.2% | -1.6% |
| YTD | +40.9% | +69.3% | -28.4% | +23.3% |
| 1Y | +39.2% | +69.5% | -30.3% | +21.6% |
| 3Y | +83.7% | +81.7% | +2.1% | +57.0% |
| 5Y | +207.5% | +422.2% | -214.7% | +103.6% |
| 10Y | +136.3% | +110.4% | +26.0% | +67.7% |
| All | +170.6% | +169.5% | +1.1% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling