+48.0%
BAX vs PL
-0.6%
+48.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.4% | +10.3% | +4.0% |
| 7D | +4.1% | -11.7% | +15.8% | +4.1% |
| 30D | +9.4% | -27.1% | +36.5% | +9.6% |
| 3M | -6.5% | -44.6% | +38.1% | -6.2% |
| 6M | +59.6% | -67.2% | +126.8% | +60.7% |
| YTD | +38.9% | -35.9% | +74.7% | +39.2% |
| 1Y | +48.0% | -0.4% | +48.4% | +46.2% |
| All | +48.0% | -0.6% | +48.6% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling