+174.1%
BSX vs PFGC
+409.4%
-235.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.9% | -4.0% | -5.5% |
| 7D | -6.4% | -2.4% | -4.0% | -5.9% |
| 30D | -8.8% | -15.8% | +7.0% | -5.3% |
| 3M | -7.6% | -0.6% | -7.0% | -7.7% |
| 6M | -37.0% | +10.7% | -47.6% | -38.7% |
| YTD | -52.8% | +7.6% | -60.5% | -53.8% |
| 1Y | -58.4% | -7.8% | -50.6% | -57.9% |
| 3Y | -16.5% | +63.7% | -80.2% | -26.4% |
| 5Y | -1.2% | +112.3% | -113.4% | -19.4% |
| 10Y | +83.7% | +286.7% | -203.0% | +26.5% |
| All | +174.1% | +409.4% | -235.3% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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