+60.7%
BMY vs PFGC
+292.9%
-232.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | -4.8% | -4.8% | 0.0% | -4.4% |
| 30D | -0.1% | -12.5% | +12.4% | +0.9% |
| 3M | +13.1% | -9.7% | +22.8% | +14.0% |
| 6M | +8.4% | +7.0% | +1.4% | +7.7% |
| YTD | +22.0% | +4.5% | +17.5% | +21.3% |
| 1Y | +40.3% | -11.6% | +51.9% | +41.2% |
| 3Y | +20.5% | +58.5% | -38.0% | +15.8% |
| 5Y | +23.7% | +112.6% | -88.9% | +15.5% |
| All | +60.7% | +292.9% | -232.2% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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