+29.0%
BMY vs PPL
+45.5%
-16.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.8% |
| 7D | -1.3% | -2.2% | +0.9% | -0.5% |
| 30D | +10.0% | +1.7% | +8.3% | +9.4% |
| 3M | -1.2% | +0.1% | -1.3% | -1.3% |
| 6M | +12.8% | -1.5% | +14.3% | +13.3% |
| YTD | +20.7% | +3.0% | +17.7% | +18.9% |
| 1Y | +32.6% | -1.4% | +34.1% | +32.7% |
| 3Y | +41.8% | +53.5% | -11.6% | +22.8% |
| 5Y | +29.0% | +46.4% | -17.4% | +11.8% |
| All | +29.0% | +45.5% | -16.5% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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