+23.9%
BMY vs PNC
+50.6%
-26.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | -6.4% | -0.9% | -5.5% | -6.2% |
| 30D | +0.2% | -4.4% | +4.6% | +1.0% |
| 3M | +16.0% | +5.3% | +10.7% | +14.8% |
| 6M | +8.3% | +19.6% | -11.3% | +4.8% |
| YTD | +22.2% | +19.1% | +3.0% | +18.1% |
| 1Y | +41.7% | +24.3% | +17.4% | +35.8% |
| 3Y | +20.7% | +132.2% | -111.5% | +6.0% |
| 5Y | +23.9% | +52.3% | -28.4% | +11.6% |
| All | +23.9% | +50.6% | -26.7% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 5y: compounded portfolio wealth divided by compounded PNC 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…
5y analysis · Full analysis span regression · 6 months rolling