+170.0%
PBF vs BDX
+27.3%
+142.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.7% |
| 7D | +4.3% | -2.5% | +6.8% | +3.6% |
| 30D | +22.0% | +8.3% | +13.7% | +25.1% |
| 3M | +74.5% | +24.4% | +50.1% | +85.7% |
| 6M | +67.7% | +9.2% | +58.5% | +80.5% |
| YTD | +179.2% | +22.7% | +156.5% | +189.7% |
| 1Y | +170.0% | +25.9% | +144.1% | +177.3% |
| All | +170.0% | +27.3% | +142.7% | +177.3% |
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