+17.1%
BMY vs PCOR
-9.2%
+26.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | +1.8% | +20.7% | -19.0% | +0.9% |
| 30D | +6.2% | +35.7% | -29.4% | +4.9% |
| 3M | -2.1% | +31.1% | -33.2% | -3.3% |
| 6M | +14.3% | +43.1% | -28.9% | +12.4% |
| YTD | +21.6% | +4.8% | +16.8% | +20.5% |
| 1Y | +38.8% | -3.7% | +42.5% | +37.9% |
| 3Y | +42.9% | +46.5% | -3.6% | +40.0% |
| 5Y | +30.1% | -17.3% | +47.3% | +26.0% |
| All | +17.1% | -9.2% | +26.3% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling