+1.6%
PG vs BDX
-10.0%
+11.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -0.8% | -3.2% | +2.4% | -0.2% |
| 30D | +0.8% | -2.5% | +3.4% | +1.3% |
| 3M | -1.3% | +21.4% | -22.7% | -5.1% |
| 6M | -3.8% | +10.4% | -14.2% | -6.0% |
| YTD | +3.6% | +18.8% | -15.2% | -0.1% |
| 1Y | -5.7% | +21.7% | -27.4% | -9.6% |
| 3Y | +1.6% | -10.0% | +11.5% | +0.8% |
| All | +1.6% | -10.0% | +11.6% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling