+750.5%
PBF vs BDX
-2.2%
+752.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | +5.3% | -3.2% | +8.5% | +5.6% |
| 30D | +11.7% | -2.5% | +14.3% | +12.0% |
| 3M | +91.1% | +21.4% | +69.7% | +86.8% |
| 6M | +88.4% | +10.4% | +78.0% | +86.6% |
| YTD | +194.1% | +18.8% | +175.2% | +186.1% |
| 1Y | +180.4% | +21.7% | +158.7% | +171.4% |
| 3Y | +59.3% | -10.0% | +69.3% | +58.3% |
| All | +750.5% | -2.2% | +752.7% | +697.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling