+1,749.1%
BMY vs PCG
+103.4%
+1,645.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.1% |
| 7D | +0.4% | -13.9% | +14.2% | +1.6% |
| 30D | +5.0% | -16.9% | +21.9% | +6.6% |
| 3M | +19.4% | -14.7% | +34.1% | +20.9% |
| 6M | +9.5% | -23.8% | +33.4% | +12.1% |
| YTD | +28.1% | -10.5% | +38.6% | +28.9% |
| 1Y | +50.0% | -5.1% | +55.1% | +50.1% |
| 3Y | +24.1% | -11.6% | +35.7% | +24.5% |
| 5Y | +25.0% | +59.0% | -34.0% | +17.7% |
| 10Y | +68.7% | -75.7% | +144.4% | +75.4% |
| All | +1,749.1% | +103.4% | +1,645.8% | +886.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling