+320.2%
BSX vs PFG
+1,015.3%
-695.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.4% | +2.3% |
| 7D | +2.0% | +5.5% | -3.5% | +0.1% |
| 30D | +0.1% | +2.4% | -2.2% | -0.8% |
| 3M | -2.1% | +13.6% | -15.7% | -6.3% |
| 6M | -33.8% | +27.9% | -61.7% | -39.0% |
| YTD | -49.9% | +35.6% | -85.4% | -54.8% |
| 1Y | -55.4% | +48.5% | -103.9% | -61.1% |
| 3Y | -10.9% | +66.9% | -77.7% | -26.0% |
| 5Y | +6.4% | +111.0% | -104.5% | -19.2% |
| 10Y | +97.0% | +244.5% | -147.5% | +22.3% |
| All | +320.2% | +1,015.3% | -695.1% | +43.6% |
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 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