-36.8%
BAX vs PR
+66.0%
-102.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | +12.1% | -16.4% | +28.5% | +12.6% |
| 30D | +7.6% | -1.9% | +9.5% | +7.6% |
| 3M | -4.5% | +8.0% | -12.4% | -4.8% |
| 6M | +52.0% | +4.1% | +47.9% | +51.6% |
| YTD | +35.1% | +58.7% | -23.6% | +33.1% |
| 1Y | +43.7% | +75.8% | -32.1% | +41.1% |
| 3Y | -20.9% | +73.2% | -94.1% | -22.5% |
| 5Y | -63.5% | +230.1% | -293.7% | -64.7% |
| All | -36.8% | +66.0% | -102.9% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling