-65.8%
BAX vs P
+276.6%
-342.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.9% |
| 7D | -1.1% | +6.5% | -7.7% | -1.5% |
| 30D | -5.5% | +18.8% | -24.3% | -6.4% |
| 3M | +33.5% | +26.7% | +6.8% | +31.4% |
| 6M | +35.9% | +62.2% | -26.3% | +31.2% |
| YTD | +35.4% | +48.5% | -13.1% | +31.3% |
| 1Y | +9.8% | +26.4% | -16.6% | +6.8% |
| 3Y | -32.7% | +159.4% | -192.1% | -38.9% |
| All | -65.8% | +276.6% | -342.5% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 5y: compounded portfolio wealth divided by compounded P 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…
5y analysis · Full analysis span regression · 6 months rolling