+9.8%
BAX vs PL
+176.6%
-166.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.0% |
| 7D | -1.1% | -9.3% | +8.2% | -1.1% |
| 30D | -5.5% | -18.9% | +13.5% | -5.5% |
| 3M | +33.5% | -58.4% | +91.9% | +34.0% |
| 6M | +35.9% | -30.3% | +66.2% | +36.1% |
| YTD | +35.4% | -8.1% | +43.5% | +35.3% |
| 1Y | +9.8% | +180.5% | -170.7% | +10.8% |
| All | +9.8% | +176.6% | -166.9% | +10.8% |
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