-33.4%
BAX vs PBR
+97.2%
-130.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | -5.1% | +0.3% | -5.4% | -5.1% |
| 30D | -12.2% | +17.5% | -29.7% | -13.9% |
| 3M | +21.8% | +20.9% | +0.9% | +18.7% |
| 6M | +36.3% | +20.2% | +16.1% | +31.7% |
| YTD | +27.8% | +84.3% | -56.5% | +13.7% |
| 1Y | -0.1% | +77.1% | -77.2% | -10.6% |
| All | -33.4% | +97.2% | -130.5% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling