+60.7%
BMY vs PEG
+148.0%
-87.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -4.8% | -0.9% | -3.9% | -4.5% |
| 30D | -0.1% | -3.7% | +3.6% | +1.0% |
| 3M | +13.1% | -7.3% | +20.4% | +15.7% |
| 6M | +8.4% | -10.5% | +18.9% | +12.0% |
| YTD | +22.0% | -7.5% | +29.5% | +24.7% |
| 1Y | +40.3% | -8.7% | +49.0% | +43.8% |
| 3Y | +20.5% | +31.4% | -10.8% | +9.0% |
| 5Y | +23.7% | +37.8% | -14.1% | +9.1% |
| All | +60.7% | +148.0% | -87.3% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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