+162.4%
PEP vs VEEV
+693.5%
-531.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +2.9% | -0.7% | +3.6% | +3.0% |
| 30D | +12.5% | +1.4% | +11.1% | +12.4% |
| 3M | +4.5% | +19.4% | -14.8% | +2.9% |
| 6M | -0.5% | +93.6% | -94.1% | -5.9% |
| YTD | +4.4% | +35.1% | -30.7% | +1.3% |
| 1Y | +4.4% | +3.4% | +1.0% | +3.5% |
| 3Y | -3.4% | +81.4% | -84.8% | -9.9% |
| 5Y | +5.2% | -5.1% | +10.2% | +2.7% |
| 10Y | +92.1% | +661.2% | -569.1% | +64.4% |
| All | +162.4% | +693.5% | -531.1% | +121.0% |
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