+1,682.5%
BMY vs PPG
+2,625.9%
-943.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.2% |
| 7D | -4.8% | -3.7% | -1.1% | -3.8% |
| 30D | -0.7% | -7.2% | +6.5% | +1.5% |
| 3M | +15.3% | -7.3% | +22.7% | +17.5% |
| 6M | +8.5% | +0.3% | +8.3% | +7.7% |
| YTD | +23.4% | +6.5% | +16.9% | +19.9% |
| 1Y | +42.9% | +0.5% | +42.4% | +40.9% |
| 3Y | +22.0% | -15.3% | +37.2% | +25.2% |
| 5Y | +24.3% | -22.9% | +47.2% | +27.8% |
| 10Y | +64.6% | +28.4% | +36.2% | +39.2% |
| All | +1,682.5% | +2,625.9% | -943.5% | +479.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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