-35.0%
BAX vs POET
+120.8%
-155.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.6% | -6.2% | -1.7% |
| 7D | -7.9% | +0.4% | -8.2% | -7.9% |
| 30D | -11.7% | -10.4% | -1.3% | -11.5% |
| 3M | +16.2% | -29.3% | +45.5% | +16.7% |
| 6M | +32.0% | +6.9% | +25.1% | +28.6% |
| YTD | +24.7% | +25.6% | -0.9% | +20.8% |
| 1Y | -2.6% | +49.2% | -51.8% | -6.7% |
| 3Y | -35.0% | +128.4% | -163.4% | -41.3% |
| All | -35.0% | +120.8% | -155.8% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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