+120.2%
BKR vs PSLV
+190.6%
-70.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -7.0% | -3.5% | -3.5% | -6.2% |
| 30D | -8.1% | -2.1% | -6.0% | -7.8% |
| 3M | -6.6% | -1.6% | -5.0% | -6.7% |
| 6M | +0.9% | -25.5% | +26.4% | +7.0% |
| YTD | +31.1% | -11.4% | +42.5% | +27.4% |
| 1Y | +27.7% | +48.6% | -20.9% | +4.3% |
| 3Y | +71.2% | +166.9% | -95.7% | +12.4% |
| 5Y | +177.6% | +152.4% | +25.2% | +82.5% |
| All | +120.2% | +190.6% | -70.4% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling