+56.6%
BMY vs PFGC
+485.1%
-428.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.7% |
| 7D | +2.1% | +3.4% | -1.3% | +1.8% |
| 30D | +7.0% | +16.9% | -9.9% | +5.5% |
| 3M | -0.9% | +6.4% | -7.3% | -1.5% |
| 6M | +14.9% | +16.0% | -1.1% | +13.3% |
| YTD | +22.8% | +23.6% | -0.8% | +20.3% |
| 1Y | +36.2% | +16.6% | +19.6% | +34.0% |
| 3Y | +45.7% | +82.3% | -36.6% | +37.7% |
| 5Y | +31.3% | +138.7% | -107.4% | +20.5% |
| 10Y | +60.6% | +352.8% | -292.2% | +39.6% |
| All | +56.6% | +485.1% | -428.5% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling