+493.1%
VRTX vs PFG
+203.0%
+290.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -0.3% |
| 7D | -0.4% | +2.3% | -2.7% | -1.0% |
| 30D | +8.0% | +7.6% | +0.4% | +6.0% |
| 3M | +11.0% | +2.5% | +8.5% | +10.2% |
| 6M | +28.2% | +16.6% | +11.6% | +23.0% |
| YTD | +21.5% | +34.1% | -12.5% | +12.5% |
| 1Y | +34.5% | +44.1% | -9.5% | +22.4% |
| 3Y | +49.5% | +86.3% | -36.8% | +26.0% |
| 5Y | +188.3% | +101.6% | +86.7% | +134.5% |
| 10Y | +493.1% | +197.9% | +295.2% | +316.3% |
| All | +493.1% | +203.0% | +290.1% | +316.3% |
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