+16.5%
BMY vs PCOR
-10.0%
+26.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +2.8% | +23.7% | -20.9% | +1.9% |
| 30D | +5.9% | +39.0% | -33.1% | +4.6% |
| 3M | -0.8% | +35.8% | -36.5% | -2.0% |
| 6M | +12.1% | +38.2% | -26.1% | +10.4% |
| YTD | +21.0% | +3.9% | +17.1% | +20.0% |
| 1Y | +40.4% | +5.7% | +34.8% | +39.1% |
| 3Y | +36.3% | +44.8% | -8.5% | +33.5% |
| 5Y | +29.3% | -19.8% | +49.0% | +25.3% |
| All | +16.5% | -10.0% | +26.5% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling