+903.9%
BSX vs PGR
+30,730.7%
-29,826.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.5% |
| 7D | -10.1% | -0.6% | -9.5% | -9.9% |
| 30D | -16.4% | +4.9% | -21.4% | -17.9% |
| 3M | -8.9% | +7.6% | -16.5% | -11.6% |
| 6M | -38.3% | +8.3% | -46.5% | -40.4% |
| YTD | -54.9% | +1.7% | -56.7% | -55.7% |
| 1Y | -58.8% | -6.8% | -52.0% | -58.4% |
| 3Y | -21.2% | +73.4% | -94.7% | -37.0% |
| 5Y | -3.3% | +161.2% | -164.5% | -34.8% |
| 10Y | +82.8% | +819.5% | -736.7% | -21.8% |
| All | +903.9% | +30,730.7% | -29,826.8% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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