+470.4%
VRTX vs PFGC
+351.0%
+119.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | -1.6% | +3.4% | -5.0% | -2.0% |
| 30D | +8.0% | +16.9% | -8.9% | +6.0% |
| 3M | +4.3% | +6.4% | -2.1% | +3.4% |
| 6M | +18.9% | +16.0% | +2.9% | +16.6% |
| YTD | +18.8% | +23.6% | -4.8% | +15.3% |
| 1Y | +24.0% | +16.6% | +7.3% | +21.1% |
| 3Y | +42.1% | +82.3% | -40.1% | +31.5% |
| 5Y | +187.6% | +138.7% | +48.9% | +155.9% |
| All | +470.4% | +351.0% | +119.4% | +358.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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