+470.4%
VRTX vs PFG
+184.0%
+286.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.9% |
| 7D | -1.6% | +2.4% | -3.9% | -2.1% |
| 30D | +8.0% | +5.9% | +2.2% | +6.5% |
| 3M | +4.3% | -0.4% | +4.7% | +4.2% |
| 6M | +18.9% | +14.8% | +4.0% | +14.6% |
| YTD | +18.8% | +31.9% | -13.1% | +10.5% |
| 1Y | +24.0% | +38.8% | -14.9% | +13.8% |
| 3Y | +42.1% | +82.4% | -40.3% | +20.5% |
| 5Y | +187.6% | +94.7% | +92.9% | +136.1% |
| All | +470.4% | +184.0% | +286.5% | +315.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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