-63.9%
BAX vs PL
+20.8%
-84.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +35.0% |
| 1Y | +43.7% | +0.7% | +43.0% | +39.6% |
| 3Y | -20.9% | +455.3% | -476.2% | -33.6% |
| All | -63.9% | +20.8% | -84.7% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling