+341.8%
PBF vs BDX
+59.3%
+282.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | +5.3% | -3.2% | +8.5% | +6.3% |
| 30D | +11.7% | -2.5% | +14.3% | +12.5% |
| 3M | +91.1% | +21.4% | +69.7% | +78.7% |
| 6M | +88.4% | +10.4% | +78.0% | +80.5% |
| YTD | +194.1% | +18.8% | +175.2% | +173.0% |
| 1Y | +180.4% | +21.7% | +158.7% | +157.6% |
| 3Y | +59.3% | -10.0% | +69.3% | +61.7% |
| 5Y | +816.3% | -1.8% | +818.1% | +775.5% |
| All | +341.8% | +59.3% | +282.5% | +297.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling