-64.2%
BAX vs PL
+31.5%
-95.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +0.1% | +10.0% | -10.0% | -0.4% |
| 30D | +4.1% | -2.3% | +6.3% | +4.0% |
| 3M | -4.5% | -44.2% | +39.7% | -2.4% |
| 6M | +49.2% | -66.1% | +115.3% | +55.2% |
| YTD | +35.2% | -30.0% | +65.2% | +34.6% |
| 1Y | +38.3% | +21.0% | +17.3% | +33.2% |
| 3Y | -19.0% | +516.5% | -535.6% | -32.4% |
| All | -64.2% | +31.5% | -95.7% | -68.5% |
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 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