+8,589.7%
PWR vs BDX
+1,027.1%
+7,562.5%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.4% | +3.4% |
| 7D | +4.5% | -4.3% | +8.8% | +6.0% |
| 30D | -4.9% | +1.3% | -6.1% | -5.5% |
| 3M | -7.9% | +20.2% | -28.1% | -14.5% |
| 6M | +18.3% | +8.6% | +9.7% | +13.4% |
| YTD | +51.5% | +19.0% | +32.5% | +40.1% |
| 1Y | +70.3% | +21.2% | +49.1% | +56.0% |
| 3Y | +210.6% | -9.7% | +220.3% | +207.3% |
| 5Y | +456.7% | -3.4% | +460.1% | +429.2% |
| 10Y | +2,396.1% | +53.9% | +2,342.2% | +1,806.0% |
| All | +8,589.7% | +1,027.1% | +7,562.5% | +3,709.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling