+22.3%
BMY vs PCG
+61.3%
-39.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.6% | -6.8% | -3.8% |
| 7D | -3.3% | +5.4% | -8.7% | -4.3% |
| 30D | 0.0% | -15.1% | +15.1% | +2.2% |
| 3M | +17.7% | -9.8% | +27.5% | +18.9% |
| 6M | +9.6% | -18.0% | +27.6% | +12.6% |
| YTD | +24.0% | -7.2% | +31.2% | +24.5% |
| 1Y | +45.1% | +2.9% | +42.2% | +43.1% |
| 3Y | +22.5% | -11.1% | +33.6% | +23.0% |
| 5Y | +22.3% | +61.8% | -39.5% | +17.2% |
| All | +22.3% | +61.3% | -39.0% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling