+23,594.4%
PH vs BDX
+5,185.2%
+18,409.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.3% |
| 7D | +0.4% | -4.3% | +4.7% | +1.9% |
| 30D | -10.8% | +1.3% | -12.1% | -11.3% |
| 3M | +8.5% | +20.2% | -11.8% | +1.6% |
| 6M | +3.9% | +8.6% | -4.7% | +0.5% |
| YTD | +9.4% | +19.0% | -9.6% | +2.5% |
| 1Y | +26.8% | +21.2% | +5.6% | +17.9% |
| 3Y | +140.8% | -9.7% | +150.5% | +143.2% |
| 5Y | +253.8% | -3.4% | +257.2% | +246.5% |
| 10Y | +792.3% | +53.9% | +738.5% | +646.6% |
| All | +23,594.4% | +5,185.2% | +18,409.3% | +7,597.5% |
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