+1,132.9%
PSX vs BRKR
+286.0%
+846.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +1.7% | -8.7% | +10.4% | +3.8% |
| 30D | +15.6% | -9.9% | +25.5% | +18.1% |
| 3M | +46.5% | -3.1% | +49.5% | +44.9% |
| 6M | +55.0% | +45.5% | +9.5% | +36.0% |
| YTD | +105.3% | +13.7% | +91.6% | +91.1% |
| 1Y | +101.6% | +67.4% | +34.2% | +67.1% |
| 3Y | +134.1% | -13.2% | +147.4% | +120.0% |
| 5Y | +368.7% | -39.5% | +408.2% | +375.9% |
| 10Y | +384.1% | +153.5% | +230.7% | +205.1% |
| All | +1,132.9% | +286.0% | +846.9% | +585.3% |
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