-5.7%
PG vs BKR
+28.9%
-34.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | -0.8% | -7.0% | +6.2% | -0.8% |
| 30D | +0.8% | -8.1% | +8.9% | +0.8% |
| 3M | -1.3% | -6.6% | +5.3% | -1.1% |
| 6M | -3.8% | +0.9% | -4.7% | -4.3% |
| YTD | +3.6% | +31.1% | -27.5% | +2.6% |
| 1Y | -5.7% | +27.7% | -33.4% | -5.9% |
| All | -5.7% | +28.9% | -34.6% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling