-17.6%
BSX vs PFG
+67.4%
-85.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.2% |
| 7D | -7.0% | +3.2% | -10.3% | -7.9% |
| 30D | -10.9% | +0.9% | -11.8% | -11.2% |
| 3M | -8.2% | +7.7% | -15.9% | -10.0% |
| 6M | -37.5% | +29.0% | -66.4% | -41.5% |
| YTD | -52.8% | +32.5% | -85.3% | -56.3% |
| 1Y | -58.4% | +47.3% | -105.7% | -62.7% |
| All | -17.6% | +67.4% | -85.0% | -28.7% |
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