+5,194.5%
BDX vs PNR
+3,485.2%
+1,709.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.3% |
| 7D | -3.6% | -3.9% | +0.3% | -2.8% |
| 30D | +0.7% | -13.8% | +14.5% | +3.6% |
| 3M | +19.0% | -22.5% | +41.5% | +24.5% |
| 6M | +10.8% | -37.2% | +47.9% | +20.5% |
| YTD | +20.1% | -44.2% | +64.4% | +33.4% |
| 1Y | +23.1% | -46.6% | +69.7% | +37.8% |
| 3Y | -8.8% | -12.5% | +3.7% | -7.8% |
| 5Y | -1.4% | -19.3% | +17.9% | -0.3% |
| 10Y | +60.5% | +67.5% | -7.0% | +38.6% |
| All | +5,194.5% | +3,485.2% | +1,709.3% | +3,053.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling