+1,659.0%
BMY vs PCG
+87.1%
+1,571.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -2.0% | -2.2% | +0.2% | -1.8% |
| 30D | +9.3% | -0.5% | +9.7% | +9.3% |
| 3M | -0.1% | -24.0% | +23.9% | +2.3% |
| 6M | +15.5% | -18.6% | +34.1% | +17.3% |
| YTD | +21.8% | -17.7% | +39.5% | +23.6% |
| 1Y | +34.9% | -20.0% | +54.9% | +37.2% |
| 3Y | +43.2% | -20.2% | +63.4% | +45.1% |
| 5Y | +30.7% | +8.4% | +22.4% | +27.8% |
| 10Y | +59.3% | -76.4% | +135.7% | +65.4% |
| All | +1,659.0% | +87.1% | +1,571.9% | +845.0% |
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