+1,637.4%
BMY vs PCG
+85.2%
+1,552.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.4% |
| 7D | -0.5% | -1.6% | +1.0% | -0.4% |
| 30D | +4.1% | +1.4% | +2.7% | +3.9% |
| 3M | -2.1% | -23.4% | +21.3% | +0.1% |
| 6M | +12.2% | -19.4% | +31.6% | +14.1% |
| YTD | +20.3% | -18.5% | +38.8% | +22.2% |
| 1Y | +39.2% | -19.5% | +58.7% | +41.5% |
| 3Y | +35.6% | -21.0% | +56.6% | +37.5% |
| 5Y | +28.6% | +13.7% | +14.8% | +25.1% |
| 10Y | +73.9% | -77.2% | +151.0% | +81.4% |
| All | +1,637.4% | +85.2% | +1,552.2% | +834.4% |
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