+272.5%
PM vs BDX
+95.1%
+177.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | +0.5% | +2.9% | -2.4% | -0.2% |
| 30D | -3.2% | +15.4% | -18.6% | -6.9% |
| 3M | +6.2% | +20.5% | -14.3% | +1.0% |
| 6M | +7.7% | +53.2% | -45.5% | -4.1% |
| YTD | +27.3% | +45.7% | -18.4% | +14.4% |
| 1Y | +32.8% | +47.3% | -14.5% | +19.0% |
| 3Y | +150.0% | +25.1% | +125.0% | +130.5% |
| 5Y | +164.2% | +27.4% | +136.8% | +139.3% |
| All | +272.5% | +95.1% | +177.4% | +204.6% |
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