-3.1%
BSX vs PFG
+108.9%
-112.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -5.0% | -4.4% |
| 7D | -8.2% | -3.0% | -5.2% | -7.3% |
| 30D | -15.8% | +2.5% | -18.3% | -16.6% |
| 3M | -10.8% | +6.1% | -16.9% | -12.7% |
| 6M | -38.4% | +31.3% | -69.7% | -43.8% |
| YTD | -54.8% | +33.6% | -88.4% | -59.1% |
| 1Y | -59.0% | +48.5% | -107.6% | -64.4% |
| 3Y | -20.0% | +69.6% | -89.6% | -35.0% |
| 5Y | -3.1% | +111.5% | -114.5% | -30.6% |
| All | -3.1% | +108.9% | -112.0% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling