+25.9%
BDX vs PNR
-43.1%
+69.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.6% |
| 7D | -2.5% | -2.4% | -0.2% | -2.0% |
| 30D | +8.3% | -12.8% | +21.0% | +11.7% |
| 3M | +24.4% | -17.0% | +41.4% | +28.4% |
| 6M | +9.2% | -37.4% | +46.6% | +21.6% |
| YTD | +22.7% | -41.6% | +64.3% | +37.9% |
| 1Y | +25.9% | -44.6% | +70.5% | +44.7% |
| All | +25.9% | -43.1% | +69.0% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling