-65.7%
BAX vs PCOR
-10.0%
-55.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +9.1% | +23.7% | -14.5% | +5.9% |
| 30D | +5.3% | +39.0% | -33.7% | +0.6% |
| 3M | -6.1% | +35.8% | -41.9% | -10.2% |
| 6M | +53.3% | +38.2% | +15.0% | +45.5% |
| YTD | +34.4% | +3.9% | +30.5% | +31.0% |
| 1Y | +43.2% | +5.7% | +37.5% | +39.1% |
| 3Y | -20.1% | +44.8% | -64.9% | -25.1% |
| 5Y | -63.7% | -19.8% | -44.0% | -65.8% |
| All | -65.7% | -10.0% | -55.7% | -67.6% |
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 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