+176.4%
VRTX vs PFGC
+110.5%
+65.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.8% |
| 7D | -3.4% | -2.4% | -1.0% | -3.0% |
| 30D | +6.6% | -15.8% | +22.4% | +10.1% |
| 3M | +19.4% | -0.6% | +20.0% | +19.4% |
| 6M | +15.8% | +10.7% | +5.1% | +13.2% |
| YTD | +16.7% | +7.6% | +9.0% | +14.3% |
| 1Y | +33.8% | -7.8% | +41.6% | +35.1% |
| 3Y | +54.2% | +63.7% | -9.5% | +37.9% |
| 5Y | +176.4% | +112.3% | +64.1% | +134.3% |
| All | +176.4% | +110.5% | +65.9% | +134.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling