+111.0%
PBF vs BDX
+54.0%
+57.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.6% | -12.2% | -4.7% |
| 7D | -0.9% | +7.2% | -8.1% | +1.6% |
| 30D | -13.7% | +15.8% | -29.5% | -9.3% |
| 3M | +10.6% | +23.7% | -13.1% | +19.3% |
| 6M | +61.2% | +44.8% | +16.3% | +81.8% |
| YTD | +172.7% | +39.8% | +132.9% | +189.2% |
| 1Y | +111.0% | +52.3% | +58.7% | +112.8% |
| All | +111.0% | +54.0% | +57.0% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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