+35.6%
BMY vs PCG
-21.6%
+57.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.2% |
| 7D | -0.5% | -1.6% | +1.0% | -0.2% |
| 30D | +4.1% | +1.4% | +2.7% | +3.8% |
| 3M | -2.1% | -23.4% | +21.3% | +2.4% |
| 6M | +12.2% | -19.4% | +31.6% | +15.6% |
| YTD | +20.3% | -18.5% | +38.8% | +23.7% |
| 1Y | +39.2% | -19.5% | +58.7% | +43.5% |
| 3Y | +35.6% | -21.0% | +56.6% | +38.2% |
| All | +35.6% | -21.6% | +57.2% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling