+63.2%
BMY vs PFGC
+419.1%
-355.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.8% |
| 7D | +0.4% | -2.2% | +2.6% | +0.5% |
| 30D | +5.0% | -11.9% | +17.0% | +6.1% |
| 3M | +19.4% | +5.0% | +14.4% | +18.8% |
| 6M | +9.5% | +8.6% | +0.9% | +8.7% |
| YTD | +28.1% | +9.7% | +18.4% | +26.8% |
| 1Y | +50.0% | -6.3% | +56.3% | +50.3% |
| 3Y | +24.1% | +58.2% | -34.1% | +18.8% |
| 5Y | +25.0% | +110.4% | -85.4% | +16.0% |
| 10Y | +68.7% | +272.8% | -204.1% | +50.1% |
| All | +63.2% | +419.1% | -355.9% | +31.8% |
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