-66.4%
BAX vs PL
+45.6%
-112.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +3.6% | +5.6% | -2.0% | +3.3% |
| 30D | +8.5% | -16.9% | +25.4% | +9.2% |
| 3M | -4.9% | -38.2% | +33.4% | -3.2% |
| 6M | +47.0% | -63.4% | +110.4% | +52.3% |
| YTD | +38.4% | -27.6% | +66.1% | +37.6% |
| 1Y | +49.1% | +6.6% | +42.6% | +44.6% |
| 3Y | -14.9% | +557.6% | -572.5% | -29.1% |
| 5Y | -63.1% | +39.5% | -102.6% | -67.5% |
| All | -66.4% | +45.6% | -112.0% | -71.0% |
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