+662.0%
PBR vs BDX
+59.3%
+602.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.1% |
| 7D | +5.4% | -3.2% | +8.5% | +6.2% |
| 30D | +22.9% | -2.5% | +25.4% | +23.6% |
| 3M | +19.6% | +21.4% | -1.8% | +12.5% |
| 6M | +16.5% | +10.4% | +6.1% | +12.3% |
| YTD | +86.7% | +18.8% | +67.8% | +75.3% |
| 1Y | +74.7% | +21.7% | +53.0% | +62.5% |
| 3Y | +102.6% | -10.0% | +112.5% | +105.2% |
| 5Y | +566.6% | -1.8% | +568.4% | +537.8% |
| All | +662.0% | +59.3% | +602.7% | +512.4% |
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