-17.6%
BSX vs PCG
-11.6%
-5.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.6% | -9.5% | -6.1% |
| 7D | -6.4% | +5.4% | -11.9% | -6.7% |
| 30D | -8.8% | -15.1% | +6.3% | -7.8% |
| 3M | -7.6% | -9.8% | +2.2% | -7.4% |
| 6M | -37.0% | -18.0% | -18.9% | -36.1% |
| YTD | -52.8% | -7.2% | -45.6% | -53.0% |
| 1Y | -58.4% | +2.9% | -61.3% | -59.6% |
| All | -17.6% | -11.6% | -5.9% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling