+426.1%
VRTX vs PFGC
+484.2%
-58.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.5% |
| 7D | +3.2% | +15.0% | -11.8% | +1.3% |
| 30D | +7.4% | +17.0% | -9.6% | +5.2% |
| 3M | +4.6% | -2.5% | +7.0% | +4.7% |
| 6M | +27.5% | +19.2% | +8.3% | +24.4% |
| YTD | +20.9% | +23.4% | -2.6% | +17.1% |
| 1Y | +30.1% | +13.9% | +16.2% | +27.3% |
| 3Y | +46.6% | +82.0% | -35.4% | +34.8% |
| 5Y | +191.6% | +128.7% | +62.9% | +157.9% |
| 10Y | +474.5% | +361.5% | +113.0% | +330.3% |
| All | +426.1% | +484.2% | -58.1% | +230.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling