-19.6%
PCG vs VRTX
+33.6%
-53.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | -1.1% | -0.4% | -0.6% | -1.0% |
| 30D | +0.1% | +8.0% | -7.9% | -0.4% |
| 3M | -24.4% | +11.0% | -35.5% | -25.4% |
| 6M | -17.7% | +28.2% | -45.8% | -20.3% |
| YTD | -17.4% | +21.5% | -38.9% | -19.6% |
| All | -19.6% | +33.6% | -53.2% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling