+30.9%
BMY vs PCAR
+114.3%
-83.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +2.1% | +4.9% | -2.9% | +1.1% |
| 30D | +7.0% | -1.4% | +8.4% | +7.3% |
| 3M | -0.9% | -18.1% | +17.3% | +2.8% |
| 6M | +14.9% | -4.0% | +18.9% | +15.4% |
| YTD | +22.8% | -1.5% | +24.3% | +22.4% |
| 1Y | +36.2% | +13.2% | +23.0% | +32.3% |
| 3Y | +45.7% | +35.8% | +9.9% | +36.5% |
| All | +30.9% | +114.3% | -83.4% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling