-63.7%
BAX vs PL
+11.6%
-75.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -10.1% | +6.9% | -2.8% |
| 7D | +9.1% | -20.5% | +29.7% | +10.2% |
| 30D | +5.3% | -38.8% | +44.1% | +7.4% |
| 3M | -6.1% | -49.1% | +43.0% | -3.6% |
| 6M | +53.3% | -69.4% | +122.7% | +59.8% |
| YTD | +34.4% | -42.3% | +76.8% | +34.9% |
| 1Y | +43.2% | -14.2% | +57.4% | +40.1% |
| 3Y | -20.1% | +398.7% | -418.8% | -32.6% |
| 5Y | -63.7% | +11.1% | -74.9% | -68.0% |
| All | -63.7% | +11.6% | -75.3% | -68.0% |
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 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