+20.2%
PBR vs BDX
+11.1%
+9.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.8% |
| 7D | +0.3% | -3.6% | +3.9% | -0.7% |
| 30D | +17.5% | +0.7% | +16.8% | +17.8% |
| 3M | +20.9% | +19.0% | +1.9% | +28.1% |
| 6M | +20.2% | +10.8% | +9.5% | +29.3% |
| All | +20.2% | +11.1% | +9.2% | +29.3% |
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