+72.9%
PBR vs BDX
+54.0%
+18.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.6% | -12.5% | -6.2% |
| 7D | -11.0% | +7.2% | -18.2% | -10.2% |
| 30D | -18.8% | +15.8% | -34.6% | -17.3% |
| 3M | +7.8% | +23.7% | -15.9% | +10.9% |
| 6M | -7.6% | +44.8% | -52.4% | -2.5% |
| YTD | +72.7% | +39.8% | +32.9% | +82.5% |
| 1Y | +72.9% | +52.3% | +20.6% | +81.1% |
| All | +72.9% | +54.0% | +18.9% | +81.1% |
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