-34.4%
BAX vs PR
+109.1%
-143.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.1% |
| 7D | -1.1% | +2.9% | -4.1% | -1.2% |
| 30D | -5.5% | +18.0% | -23.5% | -5.9% |
| 3M | +33.5% | +16.9% | +16.7% | +32.9% |
| 6M | +35.9% | +28.2% | +7.6% | +34.8% |
| YTD | +35.4% | +69.3% | -34.0% | +33.2% |
| 1Y | +9.8% | +69.5% | -59.7% | +8.0% |
| 3Y | -32.7% | +81.7% | -114.4% | -34.1% |
| 5Y | -65.6% | +422.2% | -487.8% | -66.7% |
| All | -34.4% | +109.1% | -143.5% | -27.4% |
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