-76.0%
PCG vs VRTX
+470.1%
-546.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.6% | +2.9% |
| 7D | -13.9% | +0.8% | -14.7% | -14.1% |
| 30D | -16.9% | +12.6% | -29.5% | -19.1% |
| 3M | -14.7% | +23.6% | -38.4% | -18.7% |
| 6M | -23.8% | +14.3% | -38.1% | -26.3% |
| YTD | -10.5% | +20.5% | -31.0% | -14.6% |
| 1Y | -5.1% | +37.6% | -42.7% | -12.1% |
| 3Y | -11.6% | +55.5% | -67.2% | -22.5% |
| 5Y | +59.0% | +175.7% | -116.7% | +20.6% |
| All | -76.0% | +470.1% | -546.0% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 10y: compounded portfolio wealth divided by compounded VRTX 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…
10y analysis · Full analysis span regression · 6 months rolling