+102.8%
PBF vs BDX
+10.4%
+92.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.1% |
| 7D | +1.4% | -4.1% | +5.5% | -1.2% |
| 30D | +15.8% | +0.1% | +15.8% | +16.4% |
| 3M | +90.3% | +18.3% | +72.0% | +113.4% |
| 6M | +102.8% | +10.1% | +92.7% | +92.7% |
| All | +102.8% | +10.4% | +92.4% | +92.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling