+81.0%
BSX vs PFG
+251.1%
-170.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | -10.1% | -0.4% | -9.6% | -9.9% |
| 30D | -16.4% | +2.9% | -19.3% | -17.6% |
| 3M | -8.9% | +6.7% | -15.6% | -11.5% |
| 6M | -38.3% | +33.8% | -72.0% | -45.3% |
| YTD | -54.9% | +35.0% | -89.9% | -60.3% |
| 1Y | -58.8% | +46.4% | -105.2% | -65.0% |
| 3Y | -21.2% | +71.6% | -92.9% | -38.7% |
| 5Y | -3.3% | +113.7% | -117.0% | -33.4% |
| All | +81.0% | +251.1% | -170.1% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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