-59.0%
PCG vs VEEV
+623.9%
-682.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.3% | +5.7% | +2.8% |
| 7D | -13.9% | -0.6% | -13.3% | -13.9% |
| 30D | -16.9% | +28.8% | -45.7% | -19.6% |
| 3M | -14.7% | +54.0% | -68.8% | -19.4% |
| 6M | -23.8% | +46.0% | -69.8% | -27.8% |
| YTD | -10.5% | +23.2% | -33.7% | -13.5% |
| 1Y | -5.1% | +1.9% | -7.0% | -6.2% |
| 3Y | -11.6% | +27.0% | -38.6% | -16.3% |
| 5Y | +59.0% | -13.4% | +72.4% | +55.0% |
| 10Y | -75.7% | +575.2% | -651.0% | -79.8% |
| All | -59.0% | +623.9% | -682.9% | -66.1% |
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