+45.7%
BMY vs PFG
+82.7%
-37.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +2.1% | +2.4% | -0.3% | +1.4% |
| 30D | +7.0% | +5.9% | +1.1% | +5.4% |
| 3M | -0.9% | -0.4% | -0.4% | -0.9% |
| 6M | +14.9% | +14.8% | +0.1% | +10.8% |
| YTD | +22.8% | +31.9% | -9.1% | +14.1% |
| 1Y | +36.2% | +38.8% | -2.6% | +24.9% |
| 3Y | +45.7% | +82.4% | -36.7% | +21.0% |
| All | +45.7% | +82.7% | -37.0% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling