+190.4%
VRTX vs PENG
+65.6%
+124.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | 0.0% | +34.6% | -34.6% | -1.1% |
| 30D | +11.8% | -35.9% | +47.8% | +13.4% |
| 3M | +3.2% | -14.7% | +17.9% | +3.1% |
| 6M | +21.0% | +13.5% | +7.5% | +16.3% |
| YTD | +19.7% | +156.1% | -136.4% | +6.8% |
| 1Y | +25.0% | +141.3% | -116.4% | +11.9% |
| 3Y | +45.2% | +223.4% | -178.2% | +23.4% |
| All | +190.4% | +65.6% | +124.8% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling