-17.4%
BSX vs PFG
+82.7%
-100.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +3.7% | +2.4% | +1.3% | +3.1% |
| 30D | +3.1% | +5.9% | -2.7% | +1.8% |
| 3M | -14.2% | -0.4% | -13.8% | -14.2% |
| 6M | -16.4% | +14.8% | -31.3% | -19.5% |
| YTD | -53.5% | +31.9% | -85.4% | -56.9% |
| 1Y | -57.8% | +38.8% | -96.6% | -61.4% |
| 3Y | -17.4% | +82.4% | -99.8% | -26.3% |
| All | -17.4% | +82.7% | -100.1% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling