+123.4%
PM vs BDX
-9.0%
+132.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -1.2% | -3.6% | +2.4% | -0.8% |
| 30D | -0.2% | +0.7% | -0.8% | -0.2% |
| 3M | +4.9% | +19.0% | -14.0% | +2.9% |
| 6M | +9.0% | +10.8% | -1.7% | +7.5% |
| YTD | +17.8% | +20.1% | -2.4% | +15.5% |
| 1Y | +16.8% | +23.1% | -6.3% | +14.2% |
| All | +123.4% | -9.0% | +132.4% | +132.0% |
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