+345.4%
PCAR vs VEEV
+704.1%
-358.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +3.8% | +0.8% | +3.0% | +3.7% |
| 30D | -2.0% | +3.2% | -5.1% | -2.4% |
| 3M | -19.1% | +30.2% | -49.3% | -22.5% |
| 6M | -6.8% | +83.7% | -90.5% | -15.7% |
| YTD | -2.5% | +36.9% | -39.3% | -8.0% |
| 1Y | +9.7% | +3.3% | +6.3% | +8.0% |
| 3Y | +34.0% | +85.1% | -51.1% | +18.6% |
| 5Y | +113.3% | -2.6% | +116.0% | +103.7% |
| 10Y | +278.2% | +676.7% | -398.5% | +141.7% |
| All | +345.4% | +704.1% | -358.6% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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