+60.7%
BMY vs PFG
+251.1%
-190.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.4% |
| 7D | -4.8% | -0.4% | -4.3% | -4.7% |
| 30D | -0.1% | +2.9% | -3.0% | -0.8% |
| 3M | +13.1% | +6.7% | +6.4% | +11.4% |
| 6M | +8.4% | +33.8% | -25.4% | +1.4% |
| YTD | +22.0% | +35.0% | -13.0% | +13.7% |
| 1Y | +40.3% | +46.4% | -6.1% | +28.2% |
| 3Y | +20.5% | +71.7% | -51.1% | +5.2% |
| 5Y | +23.7% | +113.7% | -90.0% | +0.9% |
| All | +60.7% | +251.1% | -190.4% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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