-65.5%
BAX vs PCOR
-10.3%
-55.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +12.1% | +22.7% | -10.6% | +8.9% |
| 30D | +7.6% | +37.5% | -29.9% | +2.9% |
| 3M | -4.5% | +35.2% | -39.7% | -8.6% |
| 6M | +52.0% | +42.2% | +9.8% | +43.8% |
| YTD | +35.1% | +3.6% | +31.6% | +31.8% |
| 1Y | +43.7% | -4.8% | +48.5% | +41.5% |
| 3Y | -20.9% | +48.3% | -69.3% | -26.0% |
| 5Y | -63.5% | -20.1% | -43.5% | -65.6% |
| All | -65.5% | -10.3% | -55.1% | -67.4% |
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