+183.4%
BMY vs PFG
+979.8%
-796.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +10.0% | +5.0% | +5.0% | +8.9% |
| 3M | -1.2% | +0.1% | -1.2% | -1.2% |
| 6M | +12.8% | +13.8% | -1.0% | +9.9% |
| YTD | +20.7% | +31.2% | -10.6% | +14.2% |
| 1Y | +32.6% | +37.1% | -4.4% | +24.5% |
| 3Y | +41.8% | +80.6% | -38.8% | +25.3% |
| 5Y | +29.0% | +93.7% | -64.7% | +10.8% |
| 10Y | +57.8% | +185.5% | -127.7% | +20.0% |
| All | +183.4% | +979.8% | -796.4% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling