+91.2%
BSX vs PCG
-76.0%
+167.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.2% | +0.3% |
| 7D | -7.0% | +6.5% | -13.5% | -7.5% |
| 30D | -10.9% | -16.7% | +5.8% | -9.9% |
| 3M | -8.2% | -14.2% | +6.0% | -7.4% |
| 6M | -37.5% | -21.5% | -16.0% | -36.6% |
| YTD | -52.8% | -11.2% | -41.7% | -52.7% |
| 1Y | -58.4% | -4.2% | -54.2% | -58.6% |
| 3Y | -16.5% | -14.9% | -1.7% | -16.3% |
| 5Y | -1.0% | +54.2% | -55.2% | -5.3% |
| 10Y | +91.2% | -75.3% | +166.6% | +94.2% |
| All | +91.2% | -76.0% | +167.3% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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