+424.4%
VRTX vs PFGC
+419.1%
+5.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.1% |
| 7D | +0.8% | -2.2% | +3.0% | +1.1% |
| 30D | +12.6% | -11.9% | +24.6% | +14.4% |
| 3M | +23.6% | +5.0% | +18.6% | +22.8% |
| 6M | +14.3% | +8.6% | +5.7% | +12.9% |
| YTD | +20.5% | +9.7% | +10.8% | +18.6% |
| 1Y | +37.6% | -6.3% | +43.9% | +38.1% |
| 3Y | +55.5% | +58.2% | -2.7% | +45.6% |
| 5Y | +175.7% | +110.4% | +65.3% | +146.7% |
| 10Y | +474.2% | +272.8% | +201.4% | +348.8% |
| All | +424.4% | +419.1% | +5.3% | +235.2% |
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 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