-29.0%
BAX vs PR
+169.5%
-198.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% |
| 10Y | -34.9% | +110.4% | -145.3% | -28.5% |
| All | -29.0% | +169.5% | -198.5% | -21.8% |
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