+120.2%
BKR vs PSX
+386.4%
-266.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.8% |
| 7D | -7.0% | +1.7% | -8.7% | -8.0% |
| 30D | -8.1% | +15.6% | -23.8% | -16.8% |
| 3M | -6.6% | +46.5% | -53.1% | -28.3% |
| 6M | +0.9% | +55.0% | -54.2% | -26.3% |
| YTD | +31.1% | +105.3% | -74.2% | -21.7% |
| 1Y | +27.7% | +101.6% | -73.9% | -23.0% |
| 3Y | +71.2% | +134.1% | -62.9% | -10.8% |
| 5Y | +177.6% | +368.7% | -191.1% | -15.9% |
| All | +120.2% | +386.4% | -266.3% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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