-27.2%
BAX vs PR
+160.5%
-187.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.5% | +10.5% | +4.1% |
| 7D | +4.1% | -12.1% | +16.2% | +4.4% |
| 30D | +9.4% | +0.9% | +8.5% | +9.3% |
| 3M | -6.5% | +10.1% | -16.6% | -6.8% |
| 6M | +59.6% | +1.1% | +58.5% | +59.3% |
| YTD | +38.9% | +63.7% | -24.8% | +36.7% |
| 1Y | +48.0% | +87.0% | -39.0% | +45.2% |
| 3Y | -17.5% | +70.7% | -88.2% | -19.1% |
| 5Y | -62.7% | +246.8% | -309.5% | -63.9% |
| 10Y | -34.2% | +72.6% | -106.8% | -28.0% |
| All | -27.2% | +160.5% | -187.6% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling