-30.0%
BAX vs PCOR
-14.4%
-15.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +1.8% |
| 7D | -1.1% | -9.0% | +7.8% | +0.5% |
| 30D | -5.5% | +4.2% | -9.6% | -6.3% |
| 3M | +33.5% | +14.4% | +19.1% | +29.6% |
| 6M | +35.9% | +0.2% | +35.7% | +33.6% |
| YTD | +35.4% | -20.3% | +55.6% | +37.9% |
| 1Y | +9.8% | -16.1% | +25.9% | +10.3% |
| All | -30.0% | -14.4% | -15.5% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling