+1,749.1%
BMY vs PCAR
+15,337.6%
-13,588.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | +5.0% | -6.2% | +11.2% | +6.5% |
| 3M | +19.4% | +5.9% | +13.5% | +17.5% |
| 6M | +9.5% | +0.4% | +9.1% | +8.9% |
| YTD | +28.1% | +14.8% | +13.2% | +23.5% |
| 1Y | +50.0% | +30.1% | +19.9% | +40.4% |
| 3Y | +24.1% | +66.7% | -42.6% | +8.6% |
| 5Y | +25.0% | +166.1% | -141.1% | -2.8% |
| 10Y | +68.7% | +353.7% | -285.0% | +13.6% |
| All | +1,749.1% | +15,337.6% | -13,588.4% | +445.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling