+363.6%
VRTX vs PENG
+762.7%
-399.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.4% | -8.6% | -2.6% |
| 7D | +0.8% | +4.5% | -3.7% | +0.4% |
| 30D | +12.6% | -7.1% | +19.7% | +13.0% |
| 3M | +23.6% | -27.3% | +50.9% | +24.8% |
| 6M | +14.3% | +169.6% | -155.3% | +0.2% |
| YTD | +20.5% | +164.6% | -144.2% | +5.6% |
| 1Y | +37.6% | +109.5% | -71.9% | +22.7% |
| 3Y | +55.5% | +98.9% | -43.4% | +33.4% |
| 5Y | +175.7% | +116.3% | +59.5% | +127.8% |
| All | +363.6% | +762.7% | -399.1% | +219.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling