-67.2%
BAX vs PL
+28.1%
-95.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.4% | -9.8% | +0.1% |
| 7D | +12.1% | -6.8% | +19.0% | +12.4% |
| 30D | +7.6% | -29.3% | +36.9% | +9.0% |
| 3M | -4.5% | -44.8% | +40.3% | -2.3% |
| 6M | +52.0% | -68.4% | +120.4% | +58.4% |
| YTD | +35.1% | -36.4% | +71.5% | +35.1% |
| 1Y | +43.7% | +0.7% | +43.0% | +39.6% |
| 3Y | -20.9% | +455.3% | -476.2% | -33.6% |
| 5Y | -63.5% | +22.7% | -86.2% | -67.9% |
| All | -67.2% | +28.1% | -95.3% | -71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling