+60.7%
BMY vs PNR
+66.2%
-5.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -4.8% | -6.0% | +1.3% | -3.5% |
| 30D | -0.1% | -14.0% | +13.9% | +3.2% |
| 3M | +13.1% | -21.7% | +34.8% | +18.4% |
| 6M | +8.4% | -37.3% | +45.7% | +19.0% |
| YTD | +22.0% | -45.1% | +67.1% | +37.5% |
| 1Y | +40.3% | -49.1% | +89.4% | +60.9% |
| 3Y | +20.5% | -14.8% | +35.4% | +20.8% |
| 5Y | +23.7% | -21.0% | +44.7% | +25.2% |
| All | +60.7% | +66.2% | -5.4% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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