-76.0%
PCG vs VRTX
+483.3%
-559.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +2.2% | -1.6% | +3.7% | +2.5% |
| 30D | +0.8% | +8.0% | -7.3% | -1.0% |
| 3M | -23.8% | +4.3% | -28.1% | -24.7% |
| 6M | -19.6% | +18.9% | -38.5% | -23.1% |
| YTD | -16.7% | +18.8% | -35.5% | -20.6% |
| 1Y | -19.4% | +24.0% | -43.3% | -24.0% |
| 3Y | -18.3% | +42.1% | -60.4% | -27.4% |
| 5Y | +10.4% | +187.6% | -177.2% | -18.8% |
| All | -76.0% | +483.3% | -559.3% | -82.0% |
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