-25.1%
PINS vs VEEV
+103.2%
-128.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.5% | -7.7% | -8.4% |
| 7D | -13.9% | -7.1% | -6.8% | -10.1% |
| 30D | -25.0% | +11.1% | -36.1% | -30.6% |
| 3M | -16.6% | +55.5% | -72.1% | -37.2% |
| 6M | -7.0% | +33.4% | -40.3% | -23.8% |
| YTD | -29.4% | +16.8% | -46.2% | -37.7% |
| 1Y | -49.9% | -7.7% | -42.2% | -49.6% |
| 3Y | -33.6% | +18.4% | -52.0% | -47.2% |
| 5Y | -66.8% | -14.8% | -52.0% | -67.9% |
| All | -25.1% | +103.2% | -128.3% | -62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling