+116.1%
PG vs BKR
+125.3%
-9.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | -0.8% | -7.0% | +6.2% | -0.2% |
| 30D | +0.8% | -8.1% | +8.9% | +1.5% |
| 3M | -1.3% | -6.6% | +5.3% | -0.9% |
| 6M | -3.8% | +0.9% | -4.7% | -4.2% |
| YTD | +3.6% | +31.1% | -27.5% | +0.7% |
| 1Y | -5.7% | +27.7% | -33.4% | -8.3% |
| 3Y | +1.6% | +71.2% | -69.6% | -4.9% |
| 5Y | +14.6% | +177.6% | -163.0% | -0.3% |
| All | +116.1% | +125.3% | -9.1% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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