+364.4%
VRTX vs PENG
+720.8%
-356.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.3% | -10.5% | -0.9% |
| 7D | -0.4% | +1.9% | -2.2% | -0.8% |
| 30D | +7.9% | -37.8% | +45.7% | +10.9% |
| 3M | +3.3% | -14.1% | +17.4% | +3.0% |
| 6M | +25.7% | +13.1% | +12.6% | +19.4% |
| YTD | +20.7% | +151.8% | -131.1% | +4.8% |
| 1Y | +27.4% | +136.0% | -108.5% | +11.3% |
| 3Y | +46.4% | +217.9% | -171.5% | +19.8% |
| 5Y | +194.3% | +64.1% | +130.2% | +148.2% |
| All | +364.4% | +720.8% | -356.5% | +216.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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