+73.9%
PL vs BRKR
-20.4%
+94.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.8% | +3.4% | -1.0% |
| 7D | -13.9% | -7.8% | -6.1% | -11.4% |
| 30D | -25.5% | -3.4% | -22.1% | -24.6% |
| 3M | -44.8% | -4.8% | -39.9% | -45.5% |
| 6M | -33.3% | +46.7% | -80.0% | -45.4% |
| YTD | -12.7% | +15.8% | -28.5% | -22.2% |
| 1Y | +90.9% | +75.4% | +15.5% | +39.8% |
| 3Y | +528.5% | -10.3% | +538.7% | +486.7% |
| 5Y | +72.7% | -38.8% | +111.5% | +74.1% |
| All | +73.9% | -20.4% | +94.4% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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