+57.5%
BMY vs PCG
-77.2%
+134.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -1.4% | -1.1% | -0.3% | -1.3% |
| 30D | +5.1% | +0.1% | +5.0% | +5.1% |
| 3M | -3.0% | -24.4% | +21.4% | -1.9% |
| 6M | +13.1% | -17.7% | +30.7% | +13.9% |
| YTD | +20.3% | -17.4% | +37.7% | +21.2% |
| 1Y | +39.0% | -19.4% | +58.4% | +40.1% |
| 3Y | +42.0% | -18.6% | +60.6% | +42.9% |
| 5Y | +28.5% | +10.2% | +18.3% | +27.7% |
| 10Y | +57.5% | -76.7% | +134.2% | +68.1% |
| All | +57.5% | -77.2% | +134.8% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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