-76.2%
PCG vs VEEV
+664.3%
-740.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -0.5% | +0.8% | -1.2% | -0.6% |
| 30D | +0.8% | +3.2% | -2.4% | +0.2% |
| 3M | -22.0% | +30.2% | -52.2% | -25.6% |
| 6M | -17.1% | +83.7% | -100.8% | -25.4% |
| YTD | -16.9% | +36.9% | -53.7% | -21.9% |
| 1Y | -19.1% | +3.3% | -22.4% | -20.1% |
| 3Y | -19.4% | +85.1% | -104.5% | -30.1% |
| 5Y | +9.0% | -2.6% | +11.6% | +4.5% |
| 10Y | -76.2% | +676.7% | -752.9% | -82.7% |
| All | -76.2% | +664.3% | -740.4% | -82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling