+90.5%
PR vs BRKR
-11.8%
+102.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | +1.8% | -8.7% | +10.5% | +2.6% |
| 30D | +10.9% | -9.9% | +20.7% | +11.8% |
| 3M | +24.5% | -3.1% | +27.6% | +24.1% |
| 6M | +25.0% | +45.5% | -20.5% | +18.0% |
| YTD | +72.4% | +13.7% | +58.7% | +68.3% |
| 1Y | +77.2% | +67.4% | +9.8% | +59.9% |
| 3Y | +90.5% | -13.2% | +103.7% | +82.6% |
| All | +90.5% | -11.8% | +102.3% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling