+268.2%
PM vs VEEV
+659.1%
-390.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.2% |
| 7D | -2.4% | -2.5% | +0.1% | -2.3% |
| 30D | -1.3% | +0.3% | -1.6% | -1.4% |
| 3M | +6.5% | +25.2% | -18.7% | +4.9% |
| 6M | +7.0% | +89.7% | -82.7% | +2.5% |
| YTD | +25.8% | +35.5% | -9.7% | +23.0% |
| 1Y | +30.9% | +1.8% | +29.1% | +30.8% |
| 3Y | +148.0% | +83.2% | +64.8% | +133.6% |
| 5Y | +161.2% | -4.8% | +166.0% | +158.6% |
| All | +268.2% | +659.1% | -390.9% | +204.3% |
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