-2.6%
BAX vs PBR
+74.3%
-76.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.6% |
| 7D | -7.9% | +5.4% | -13.2% | -7.6% |
| 30D | -11.7% | +22.9% | -34.5% | -11.1% |
| 3M | +16.2% | +19.6% | -3.4% | +17.0% |
| 6M | +32.0% | +16.5% | +15.5% | +31.0% |
| YTD | +24.7% | +86.7% | -61.9% | +16.4% |
| 1Y | -2.6% | +74.7% | -77.3% | -10.5% |
| All | -2.6% | +74.3% | -76.9% | -10.5% |
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