+2,521.4%
PWR vs BDX
+59.3%
+2,462.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +5.0% |
| 7D | +4.2% | -3.2% | +7.4% | +4.9% |
| 30D | -4.0% | -2.5% | -1.5% | -3.6% |
| 3M | -4.8% | +21.4% | -26.2% | -9.5% |
| 6M | +14.6% | +10.4% | +4.2% | +11.3% |
| YTD | +54.2% | +18.8% | +35.4% | +46.6% |
| 1Y | +67.1% | +21.7% | +45.4% | +57.6% |
| 3Y | +218.5% | -10.0% | +228.4% | +222.2% |
| 5Y | +466.3% | -1.8% | +468.1% | +447.7% |
| All | +2,521.4% | +59.3% | +2,462.1% | +2,181.1% |
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 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