+44.5%
BMY vs PCOR
+49.8%
-5.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | -2.0% | +2.5% | -4.5% | -2.2% |
| 30D | +9.3% | +37.9% | -28.6% | +6.8% |
| 3M | -0.1% | +32.0% | -32.0% | -2.1% |
| 6M | +15.5% | +54.7% | -39.3% | +11.6% |
| YTD | +21.8% | +6.6% | +15.2% | +20.2% |
| 1Y | +34.9% | -1.7% | +36.6% | +33.7% |
| All | +44.5% | +49.8% | -5.3% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling