+44.6%
BAX vs PCOR
-1.9%
+46.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | -0.6% | +2.5% | -3.1% | -1.1% |
| 30D | +6.3% | +37.9% | -31.6% | -0.6% |
| 3M | -4.6% | +32.0% | -36.5% | -10.3% |
| 6M | +50.4% | +54.7% | -4.3% | +35.2% |
| YTD | +38.0% | +6.6% | +31.5% | +32.6% |
| 1Y | +44.6% | -1.7% | +46.3% | +44.8% |
| All | +44.6% | -1.9% | +46.5% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling