+161.2%
PM vs BDX
+25.5%
+135.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -2.4% | +1.0% | -3.4% | -2.6% |
| 30D | -1.3% | +15.1% | -16.4% | -4.0% |
| 3M | +6.5% | +18.2% | -11.7% | +3.0% |
| 6M | +7.0% | +48.1% | -41.1% | -1.1% |
| YTD | +25.8% | +44.1% | -18.3% | +16.6% |
| 1Y | +30.9% | +46.4% | -15.5% | +21.0% |
| 3Y | +148.0% | +24.4% | +123.6% | +134.7% |
| 5Y | +161.2% | +26.1% | +135.1% | +139.1% |
| All | +161.2% | +25.5% | +135.7% | +139.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling