+928.2%
BSX vs PCG
+14.1%
+914.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +2.8% |
| 7D | -0.7% | -1.1% | +0.4% | -0.5% |
| 30D | +3.0% | +0.1% | +2.9% | +3.0% |
| 3M | -10.7% | -24.4% | +13.7% | -8.0% |
| 6M | -18.4% | -17.7% | -0.7% | -17.0% |
| YTD | -53.8% | -17.4% | -36.4% | -53.2% |
| 1Y | -56.0% | -19.4% | -36.6% | -55.3% |
| 3Y | -14.4% | -18.6% | +4.2% | -13.6% |
| 5Y | +2.9% | +10.2% | -7.3% | -1.0% |
| 10Y | +101.6% | -76.7% | +178.2% | +109.8% |
| All | +928.2% | +14.1% | +914.1% | +582.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling