+104.8%
BDX vs PR
+152.6%
-47.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | +7.1% | -16.4% | +23.5% | +7.2% |
| 30D | +17.6% | -1.9% | +19.5% | +17.6% |
| 3M | +20.4% | +8.0% | +12.4% | +20.2% |
| 6M | +48.3% | +4.1% | +44.2% | +48.1% |
| YTD | +41.6% | +58.7% | -17.1% | +40.8% |
| 1Y | +55.7% | +75.8% | -20.1% | +54.7% |
| 3Y | +10.6% | +73.2% | -62.5% | +9.7% |
| 5Y | +24.0% | +230.1% | -206.1% | +22.6% |
| 10Y | +84.8% | +67.4% | +17.5% | +116.1% |
| All | +104.8% | +152.6% | -47.8% | +144.4% |
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