+2,124.5%
VRTX vs PFG
+1,008.7%
+1,115.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.7% |
| 7D | +3.2% | +3.0% | +0.3% | +2.4% |
| 30D | +7.4% | +8.2% | -0.7% | +5.0% |
| 3M | +4.6% | +2.7% | +1.9% | +3.6% |
| 6M | +27.5% | +17.2% | +10.3% | +21.5% |
| YTD | +20.9% | +34.8% | -13.9% | +10.6% |
| 1Y | +30.1% | +43.6% | -13.5% | +17.0% |
| 3Y | +46.6% | +85.4% | -38.8% | +21.0% |
| 5Y | +191.6% | +102.2% | +89.4% | +130.6% |
| 10Y | +474.5% | +190.2% | +284.3% | +280.4% |
| All | +2,124.5% | +1,008.7% | +1,115.8% | +708.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling