+109.9%
BSX vs PCG
-76.4%
+186.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.0% |
| 7D | -1.5% | -2.2% | +0.7% | -1.3% |
| 30D | +2.9% | -0.5% | +3.4% | +3.0% |
| 3M | -11.8% | -24.0% | +12.1% | -10.3% |
| 6M | -15.4% | -18.6% | +3.2% | -14.5% |
| YTD | -52.7% | -17.7% | -35.0% | -52.3% |
| 1Y | -56.0% | -20.0% | -36.0% | -55.5% |
| 3Y | -12.5% | -20.2% | +7.8% | -11.8% |
| 5Y | +7.6% | +8.4% | -0.8% | +5.5% |
| 10Y | +109.9% | -76.4% | +186.3% | +110.2% |
| All | +109.9% | -76.4% | +186.3% | +110.2% |
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