+159.1%
PEP vs VEEV
+704.1%
-544.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +4.6% | +0.8% | +3.8% | +4.6% |
| 30D | +14.0% | +3.2% | +10.8% | +13.7% |
| 3M | +5.4% | +30.2% | -24.8% | +3.0% |
| 6M | -5.1% | +83.7% | -88.8% | -9.9% |
| YTD | +3.1% | +36.9% | -33.8% | -0.1% |
| 1Y | +4.8% | +3.3% | +1.5% | +4.0% |
| 3Y | -4.1% | +85.1% | -89.2% | -10.7% |
| 5Y | +3.0% | -2.6% | +5.6% | +0.3% |
| 10Y | +89.6% | +676.7% | -587.1% | +62.0% |
| All | +159.1% | +704.1% | -544.9% | +118.0% |
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 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