+13.4%
PG vs VEEV
-13.7%
+27.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -0.8% | -4.6% | +3.8% | -0.6% |
| 30D | +0.8% | +8.6% | -7.8% | +0.4% |
| 3M | -1.3% | +62.4% | -63.8% | -3.3% |
| 6M | -3.8% | +40.3% | -44.1% | -5.3% |
| YTD | +3.6% | +17.5% | -13.9% | +2.9% |
| 1Y | -5.7% | -6.1% | +0.4% | -5.3% |
| 3Y | +1.6% | +16.7% | -15.1% | +0.2% |
| All | +13.4% | -13.7% | +27.1% | +8.5% |
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