-64.6%
BAX vs PCOR
-9.2%
-55.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +3.6% | +20.7% | -17.1% | +0.8% |
| 30D | +8.5% | +35.7% | -27.2% | +4.0% |
| 3M | -4.9% | +31.1% | -35.9% | -8.6% |
| 6M | +47.0% | +43.1% | +3.9% | +38.9% |
| YTD | +38.4% | +4.8% | +33.6% | +34.8% |
| 1Y | +49.1% | -3.7% | +52.8% | +46.6% |
| 3Y | -14.9% | +46.5% | -61.4% | -20.3% |
| 5Y | -63.1% | -17.3% | -45.8% | -65.3% |
| All | -64.6% | -9.2% | -55.4% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling