+3.9%
PEP vs VEEV
-14.3%
+18.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +0.7% |
| 7D | +0.1% | -5.2% | +5.3% | +0.3% |
| 30D | +0.7% | +14.9% | -14.3% | 0.0% |
| 3M | -0.5% | +58.4% | -58.9% | -2.4% |
| 6M | -11.3% | +35.5% | -46.8% | -12.5% |
| YTD | -0.6% | +18.6% | -19.2% | -1.5% |
| 1Y | +1.7% | -6.3% | +8.0% | +2.0% |
| 3Y | -12.5% | +20.2% | -32.7% | -14.1% |
| 5Y | +3.9% | -13.8% | +17.7% | +2.0% |
| All | +3.9% | -14.3% | +18.2% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling