+68.5%
BMY vs PCAR
+296.2%
-227.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.0% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +4.1% | -4.6% | +8.7% | +5.3% |
| 3M | -2.1% | -22.6% | +20.4% | +4.1% |
| 6M | +12.2% | -12.0% | +24.2% | +15.2% |
| YTD | +20.3% | -6.1% | +26.4% | +21.3% |
| 1Y | +39.2% | +6.3% | +32.9% | +36.0% |
| 3Y | +35.6% | +31.8% | +3.8% | +23.5% |
| 5Y | +28.6% | +104.2% | -75.6% | +2.4% |
| All | +68.5% | +296.2% | -227.7% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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