+60.1%
BMY vs PCG
-76.0%
+136.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.7% |
| 7D | +2.1% | +2.2% | -0.1% | +2.0% |
| 30D | +7.0% | +0.8% | +6.2% | +7.0% |
| 3M | -0.9% | -23.8% | +22.9% | +0.2% |
| 6M | +14.9% | -19.6% | +34.6% | +15.9% |
| YTD | +22.8% | -16.7% | +39.6% | +23.6% |
| 1Y | +36.2% | -19.4% | +55.6% | +37.3% |
| 3Y | +45.7% | -18.3% | +64.0% | +46.6% |
| 5Y | +31.3% | +10.4% | +20.9% | +30.4% |
| All | +60.1% | -76.0% | +136.1% | +70.5% |
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