+456.3%
VRTX vs PFGC
+287.3%
+169.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -6.4% | -3.7% | -2.7% | -6.0% |
| 30D | -0.5% | -16.0% | +15.4% | +1.5% |
| 3M | +16.9% | -4.1% | +21.0% | +17.4% |
| 6M | +13.1% | +8.7% | +4.4% | +11.8% |
| YTD | +14.9% | +6.4% | +8.6% | +13.7% |
| 1Y | +31.4% | -8.4% | +39.8% | +32.2% |
| 3Y | +51.9% | +61.8% | -9.8% | +42.7% |
| 5Y | +177.1% | +108.7% | +68.4% | +150.8% |
| 10Y | +456.3% | +298.1% | +158.2% | +336.2% |
| All | +456.3% | +287.3% | +169.0% | +336.2% |
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