+28.6%
BMY vs PPL
+47.9%
-19.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -0.5% | +0.4% | -1.0% | -0.7% |
| 30D | +4.1% | +5.4% | -1.4% | +2.2% |
| 3M | -2.1% | +4.3% | -6.4% | -3.7% |
| 6M | +12.2% | -1.3% | +13.5% | +12.6% |
| YTD | +20.3% | +4.7% | +15.6% | +17.9% |
| 1Y | +39.2% | +1.3% | +37.9% | +38.0% |
| 3Y | +35.6% | +57.2% | -21.6% | +16.4% |
| All | +28.6% | +47.9% | -19.2% | +11.1% |
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