+289.8%
BSX vs PFG
+985.4%
-695.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +3.7% | +2.4% | +1.3% | +3.0% |
| 30D | +3.1% | +5.9% | -2.7% | +1.3% |
| 3M | -14.2% | -0.4% | -13.8% | -14.3% |
| 6M | -16.4% | +14.8% | -31.3% | -20.2% |
| YTD | -53.5% | +31.9% | -85.4% | -57.7% |
| 1Y | -57.8% | +38.8% | -96.6% | -62.2% |
| 3Y | -17.4% | +82.4% | -99.8% | -33.3% |
| 5Y | +5.4% | +94.7% | -89.3% | -17.9% |
| 10Y | +106.2% | +187.0% | -80.8% | +35.1% |
| All | +289.8% | +985.4% | -695.6% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling