-33.1%
BAX vs PR
+86.0%
-119.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | +0.2% |
| 7D | +0.1% | +6.0% | -5.9% | -0.1% |
| 30D | +4.1% | -4.2% | +8.3% | +4.1% |
| 3M | -4.5% | +10.0% | -14.5% | -4.9% |
| 6M | +49.2% | +15.6% | +33.6% | +48.5% |
| YTD | +35.2% | +68.2% | -32.9% | +33.0% |
| 1Y | +38.3% | +79.2% | -40.9% | +35.8% |
| 3Y | -19.0% | +94.9% | -113.9% | -20.9% |
| 5Y | -64.2% | +272.8% | -336.9% | -65.4% |
| All | -33.1% | +86.0% | -119.1% | -25.7% |
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