-30.0%
BAX vs PL
+454.1%
-484.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | -1.1% | -9.3% | +8.2% | -0.8% |
| 30D | -5.5% | -18.9% | +13.5% | -4.8% |
| 3M | +33.5% | -58.4% | +91.9% | +37.5% |
| 6M | +35.9% | -30.3% | +66.2% | +36.2% |
| YTD | +35.4% | -8.1% | +43.5% | +33.4% |
| 1Y | +9.8% | +180.5% | -170.7% | +0.9% |
| All | -30.0% | +454.1% | -484.1% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling