+11,653.3%
VRTX vs PPG
+1,710.4%
+9,942.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.2% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +6.6% | -7.8% | +14.4% | +9.9% |
| 3M | +19.4% | -2.2% | +21.6% | +20.0% |
| 6M | +15.8% | +4.1% | +11.7% | +12.8% |
| YTD | +16.7% | +9.1% | +7.6% | +11.2% |
| 1Y | +33.8% | +1.0% | +32.9% | +31.2% |
| 3Y | +54.2% | -13.3% | +67.4% | +57.4% |
| 5Y | +176.4% | -19.2% | +195.6% | +180.2% |
| 10Y | +443.5% | +25.9% | +417.6% | +327.7% |
| All | +11,653.3% | +1,710.4% | +9,942.9% | +4,139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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