+200.8%
BMY vs PFG
+1,015.3%
-814.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.6% |
| 7D | +0.4% | +5.5% | -5.2% | -0.7% |
| 30D | +5.0% | +2.4% | +2.6% | +4.5% |
| 3M | +19.4% | +13.6% | +5.8% | +16.4% |
| 6M | +9.5% | +27.9% | -18.4% | +4.3% |
| YTD | +28.1% | +35.6% | -7.5% | +20.5% |
| 1Y | +50.0% | +48.5% | +1.5% | +38.5% |
| 3Y | +24.1% | +66.9% | -42.8% | +11.1% |
| 5Y | +25.0% | +111.0% | -86.0% | +5.5% |
| 10Y | +68.7% | +244.5% | -175.8% | +23.9% |
| All | +200.8% | +1,015.3% | -814.5% | +46.6% |
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