-65.4%
BAX vs PCOR
-30.9%
-34.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +1.6% |
| 7D | -1.1% | -9.0% | +7.8% | 0.0% |
| 30D | -5.5% | +4.2% | -9.6% | -6.1% |
| 3M | +33.5% | +14.4% | +19.1% | +30.8% |
| 6M | +35.9% | +0.2% | +35.7% | +34.4% |
| YTD | +35.4% | -20.3% | +55.6% | +37.1% |
| 1Y | +9.8% | -16.1% | +25.9% | +10.2% |
| 3Y | -32.7% | -14.7% | -18.0% | -33.4% |
| 5Y | -65.6% | -43.2% | -22.4% | -66.2% |
| All | -65.4% | -30.9% | -34.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling