+176.4%
VRTX vs PFG
+110.7%
+65.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.7% | -2.8% |
| 7D | -3.4% | +6.0% | -9.4% | -4.9% |
| 30D | +6.6% | +2.2% | +4.4% | +6.0% |
| 3M | +19.4% | +10.4% | +9.0% | +16.3% |
| 6M | +15.8% | +27.8% | -12.0% | +8.6% |
| YTD | +16.7% | +33.6% | -17.0% | +8.0% |
| 1Y | +33.8% | +49.3% | -15.5% | +20.4% |
| 3Y | +54.2% | +69.7% | -15.6% | +32.1% |
| 5Y | +176.4% | +111.3% | +65.0% | +121.2% |
| All | +176.4% | +110.7% | +65.7% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling