+18.3%
BMY vs PCOR
-7.6%
+25.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | +2.1% | +3.0% | -1.0% | +1.9% |
| 30D | +7.0% | +38.7% | -31.7% | +5.6% |
| 3M | -0.9% | +24.9% | -25.7% | -1.8% |
| 6M | +14.9% | +68.8% | -53.8% | +12.4% |
| YTD | +22.8% | +6.7% | +16.1% | +21.7% |
| 1Y | +36.2% | +3.0% | +33.2% | +35.1% |
| 3Y | +45.7% | +48.6% | -2.9% | +42.6% |
| 5Y | +31.3% | -12.7% | +44.0% | +27.1% |
| All | +18.3% | -7.6% | +25.9% | +15.4% |
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