+344.9%
PBF vs BDX
+270.8%
+74.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.1% | +6.3% | +4.3% |
| 7D | +2.4% | -4.3% | +6.7% | +3.9% |
| 30D | +24.9% | +1.3% | +23.6% | +24.3% |
| 3M | +81.9% | +20.2% | +61.6% | +68.9% |
| 6M | +79.4% | +8.6% | +70.8% | +71.9% |
| YTD | +188.3% | +19.0% | +169.3% | +164.9% |
| 1Y | +177.3% | +21.2% | +156.1% | +152.4% |
| 3Y | +56.0% | -9.7% | +65.7% | +58.0% |
| 5Y | +804.0% | -3.4% | +807.4% | +763.5% |
| 10Y | +334.1% | +53.9% | +280.2% | +214.4% |
| All | +344.9% | +270.8% | +74.0% | +111.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling