+111.5%
BKR vs PR
+159.2%
-47.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.8% | +0.7% | +2.8% |
| 7D | -0.4% | -0.5% | 0.0% | -0.3% |
| 30D | -11.6% | -4.6% | -7.0% | -10.5% |
| 3M | -23.4% | +4.7% | -28.1% | -24.3% |
| 6M | -22.9% | +12.4% | -35.3% | -25.3% |
| YTD | +10.2% | +62.9% | -52.7% | -2.7% |
| 1Y | +2.5% | +70.6% | -68.1% | -10.5% |
| 3Y | +53.1% | +90.0% | -36.9% | +29.8% |
| 5Y | +127.1% | +255.5% | -128.4% | +62.8% |
| 10Y | +56.4% | +78.7% | -22.4% | +12.4% |
| All | +111.5% | +159.2% | -47.6% | +55.6% |
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