+1,641.2%
PBR vs BDX
+1,330.6%
+310.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | +0.3% | -3.6% | +3.9% | +1.9% |
| 30D | +17.5% | +0.7% | +16.8% | +17.0% |
| 3M | +20.9% | +19.0% | +1.9% | +10.5% |
| 6M | +20.2% | +10.8% | +9.5% | +12.8% |
| YTD | +84.3% | +20.1% | +64.1% | +65.6% |
| 1Y | +77.1% | +23.1% | +54.0% | +56.7% |
| 3Y | +100.8% | -8.8% | +109.6% | +98.7% |
| 5Y | +556.1% | -1.4% | +557.5% | +504.1% |
| 10Y | +676.1% | +60.5% | +615.5% | +418.1% |
| All | +1,641.2% | +1,330.6% | +310.5% | +504.1% |
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 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