+210.9%
PM vs BDX
+59.3%
+151.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | +4.7% | -3.2% | +7.8% | +5.5% |
| 30D | +2.6% | -2.5% | +5.2% | +3.2% |
| 3M | +6.6% | +21.4% | -14.8% | +1.0% |
| 6M | +16.5% | +10.4% | +6.1% | +13.0% |
| YTD | +21.2% | +18.8% | +2.3% | +15.0% |
| 1Y | +17.9% | +21.7% | -3.8% | +11.0% |
| 3Y | +129.8% | -10.0% | +139.8% | +133.0% |
| 5Y | +133.0% | -1.8% | +134.8% | +126.9% |
| All | +210.9% | +59.3% | +151.6% | +159.9% |
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