+456.3%
VRTX vs PFG
+239.8%
+216.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -6.4% | +3.2% | -9.6% | -7.2% |
| 30D | -0.5% | +0.9% | -1.5% | -0.9% |
| 3M | +16.9% | +7.7% | +9.2% | +14.5% |
| 6M | +13.1% | +29.0% | -15.9% | +5.8% |
| YTD | +14.9% | +32.5% | -17.5% | +6.7% |
| 1Y | +31.4% | +47.3% | -15.9% | +18.6% |
| 3Y | +51.9% | +68.2% | -16.3% | +30.7% |
| 5Y | +177.1% | +108.5% | +68.6% | +122.0% |
| 10Y | +456.3% | +241.4% | +214.9% | +193.6% |
| All | +456.3% | +239.8% | +216.5% | +193.6% |
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