+148.3%
PEP vs VEEV
+623.9%
-475.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.4% |
| 7D | -1.4% | -0.6% | -0.8% | -1.4% |
| 30D | +0.2% | +28.8% | -28.6% | -1.9% |
| 3M | -1.1% | +54.0% | -55.1% | -4.7% |
| 6M | -13.5% | +46.0% | -59.4% | -16.4% |
| YTD | -1.2% | +23.2% | -24.4% | -3.4% |
| 1Y | -1.6% | +1.9% | -3.4% | -2.3% |
| 3Y | -12.5% | +27.0% | -39.5% | -15.8% |
| 5Y | +3.0% | -13.4% | +16.4% | +1.4% |
| 10Y | +73.9% | +575.2% | -501.3% | +50.1% |
| All | +148.3% | +623.9% | -475.6% | +110.8% |
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