-20.9%
BAX vs PCOR
+43.8%
-64.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +12.1% | +22.7% | -10.6% | +6.9% |
| 30D | +7.6% | +37.5% | -29.9% | +0.1% |
| 3M | -4.5% | +35.2% | -39.7% | -11.1% |
| 6M | +52.0% | +42.2% | +9.8% | +38.8% |
| YTD | +35.1% | +3.6% | +31.6% | +30.5% |
| 1Y | +43.7% | -4.8% | +48.5% | +41.3% |
| 3Y | -20.9% | +48.3% | -69.3% | -33.3% |
| All | -20.9% | +43.8% | -64.7% | -33.3% |
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