-63.9%
BAX vs PCOR
-19.6%
-44.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +12.1% | +22.7% | -10.6% | +8.7% |
| 30D | +7.6% | +37.5% | -29.9% | +2.7% |
| 3M | -4.5% | +35.2% | -39.7% | -8.8% |
| 6M | +52.0% | +42.2% | +9.8% | +43.4% |
| YTD | +35.1% | +3.6% | +31.6% | +31.6% |
| 1Y | +43.7% | -4.8% | +48.5% | +41.4% |
| 3Y | -20.9% | +48.3% | -69.3% | -26.3% |
| All | -63.9% | -19.6% | -44.2% | -66.1% |
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