+59.3%
BMY vs PCAR
+290.1%
-230.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.4% |
| 7D | -2.0% | +2.2% | -4.2% | -2.5% |
| 30D | +9.3% | +0.3% | +8.9% | +9.2% |
| 3M | -0.1% | -17.9% | +17.8% | +4.6% |
| 6M | +15.5% | -3.4% | +18.9% | +15.9% |
| YTD | +21.8% | -0.1% | +21.9% | +20.9% |
| 1Y | +34.9% | +13.4% | +21.5% | +29.7% |
| 3Y | +43.2% | +37.2% | +6.0% | +29.3% |
| 5Y | +30.7% | +117.3% | -86.6% | +2.9% |
| 10Y | +59.3% | +295.0% | -235.7% | +8.3% |
| All | +59.3% | +290.1% | -230.9% | +8.3% |
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