+48.2%
PCG vs VRTX
+11,790.4%
-11,742.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | 0.0% | +0.5% | -0.5% | 0.0% |
| 30D | +5.8% | +8.0% | -2.2% | +5.3% |
| 3M | -22.8% | +11.9% | -34.7% | -23.4% |
| 6M | -18.4% | +27.8% | -46.3% | -19.8% |
| YTD | -16.9% | +19.7% | -36.5% | -18.0% |
| 1Y | -17.6% | +30.1% | -47.7% | -19.2% |
| 3Y | -20.0% | +44.2% | -64.2% | -22.4% |
| 5Y | +16.0% | +181.3% | -165.3% | +7.7% |
| 10Y | -76.7% | +587.1% | -663.8% | -79.4% |
| All | +48.2% | +11,790.4% | -11,742.2% | +11.8% |
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