-67.2%
BAX vs PL
+84.9%
-152.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.7% |
| 3M | +33.5% | -58.4% | +91.9% | +38.1% |
| 6M | +35.9% | -30.3% | +66.2% | +36.3% |
| YTD | +35.4% | -8.1% | +43.5% | +33.4% |
| 1Y | +9.8% | +180.5% | -170.7% | +0.7% |
| 3Y | -32.7% | +444.1% | -476.9% | -43.1% |
| 5Y | -65.6% | +83.0% | -148.6% | -70.4% |
| All | -67.2% | +84.9% | -152.1% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling