-65.8%
BAX vs PR
+433.6%
-499.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.2% |
| 7D | -1.1% | +2.9% | -4.1% | -1.5% |
| 30D | -5.5% | +18.0% | -23.5% | -7.2% |
| 3M | +33.5% | +16.9% | +16.7% | +31.0% |
| 6M | +35.9% | +28.2% | +7.6% | +31.2% |
| YTD | +35.4% | +69.3% | -34.0% | +26.2% |
| 1Y | +9.8% | +69.5% | -59.7% | +2.1% |
| 3Y | -32.7% | +81.7% | -114.4% | -38.9% |
| All | -65.8% | +433.6% | -499.4% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling