+208.8%
PM vs VEEV
+552.6%
-343.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +1.9% | -8.2% | +10.2% | +2.5% |
| 30D | +1.9% | +10.3% | -8.4% | +1.2% |
| 3M | +4.6% | +59.4% | -54.8% | +1.4% |
| 6M | +11.7% | +37.6% | -25.9% | +9.1% |
| YTD | +20.4% | +16.9% | +3.4% | +18.8% |
| 1Y | +19.0% | -5.0% | +23.9% | +19.2% |
| 3Y | +130.4% | +18.5% | +111.9% | +124.4% |
| 5Y | +131.5% | -13.8% | +145.3% | +130.0% |
| All | +208.8% | +552.6% | -343.8% | +148.5% |
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 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