+45.3%
PCG vs VRTX
+11,891.0%
-11,845.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.0% |
| 7D | -1.6% | -2.1% | +0.5% | -1.5% |
| 30D | +1.4% | +8.2% | -6.8% | +0.9% |
| 3M | -23.4% | +13.0% | -36.4% | -24.1% |
| 6M | -19.4% | +27.9% | -47.3% | -20.8% |
| YTD | -18.5% | +20.7% | -39.2% | -19.7% |
| 1Y | -19.5% | +31.4% | -51.0% | -21.2% |
| 3Y | -21.0% | +41.8% | -62.8% | -23.3% |
| 5Y | +13.7% | +183.7% | -169.9% | +5.5% |
| 10Y | -77.2% | +592.9% | -670.0% | -79.8% |
| All | +45.3% | +11,891.0% | -11,845.7% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling