-64.2%
BAX vs PCOR
-11.9%
-52.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +0.1% | +3.0% | -3.0% | -0.4% |
| 30D | +4.1% | +38.7% | -34.6% | -0.9% |
| 3M | -4.5% | +24.9% | -29.4% | -7.9% |
| 6M | +49.2% | +68.8% | -19.5% | +37.6% |
| YTD | +35.2% | +6.7% | +28.5% | +31.1% |
| 1Y | +38.3% | +3.0% | +35.3% | +34.6% |
| 3Y | -19.0% | +48.6% | -67.7% | -24.7% |
| All | -64.2% | -11.9% | -52.3% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling