+75.7%
PEP vs BDX
+58.0%
+17.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | -1.4% | -5.4% | +4.1% | +0.4% |
| 30D | -0.2% | -2.2% | +2.0% | +0.5% |
| 3M | -4.3% | +20.1% | -24.4% | -10.1% |
| 6M | -13.2% | +9.1% | -22.2% | -16.0% |
| YTD | -1.9% | +17.9% | -19.8% | -7.7% |
| 1Y | -0.3% | +22.1% | -22.4% | -7.5% |
| 3Y | -13.6% | -10.5% | -3.1% | -12.4% |
| 5Y | +3.4% | -2.6% | +6.0% | +0.6% |
| All | +75.7% | +58.0% | +17.7% | +50.7% |
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