-2.8%
BSX vs PNC
+51.4%
-54.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -10.1% | -0.6% | -9.5% | -10.0% |
| 30D | -16.4% | -4.4% | -12.0% | -15.5% |
| 3M | -8.9% | +5.2% | -14.1% | -10.1% |
| 6M | -38.3% | +20.6% | -58.9% | -41.1% |
| YTD | -54.9% | +19.8% | -74.7% | -57.2% |
| 1Y | -58.8% | +24.4% | -83.2% | -61.3% |
| 3Y | -21.2% | +131.2% | -152.5% | -39.0% |
| All | -2.8% | +51.4% | -54.2% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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