-63.3%
BAX vs P
+272.9%
-336.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -0.5% |
| 7D | -0.6% | -4.7% | +4.1% | -0.5% |
| 30D | +6.3% | -31.4% | +37.7% | +7.8% |
| 3M | -4.6% | -2.6% | -1.9% | -4.9% |
| 6M | +50.4% | +21.9% | +28.5% | +47.6% |
| YTD | +38.0% | +58.9% | -20.9% | +32.9% |
| 1Y | +44.6% | +21.7% | +22.9% | +40.7% |
| 3Y | -15.1% | +193.3% | -208.4% | -23.7% |
| 5Y | -63.3% | +275.1% | -338.4% | -67.7% |
| All | -63.3% | +272.9% | -336.2% | -67.7% |
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