+9.8%
BAX vs PBR
+70.4%
-60.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +0.9% |
| 7D | -1.1% | +8.6% | -9.7% | -0.8% |
| 30D | -5.5% | +12.8% | -18.3% | -5.0% |
| 3M | +33.5% | +14.7% | +18.9% | +34.3% |
| 6M | +35.9% | +25.2% | +10.7% | +33.3% |
| YTD | +35.4% | +77.1% | -41.8% | +29.2% |
| 1Y | +9.8% | +69.6% | -59.8% | +2.9% |
| All | +9.8% | +70.4% | -60.6% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling