+128.7%
PM vs VEEV
-15.0%
+143.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.5% |
| 7D | -1.2% | -7.1% | +5.9% | -1.1% |
| 30D | -0.2% | +11.1% | -11.3% | -0.3% |
| 3M | +4.9% | +55.5% | -50.6% | +4.3% |
| 6M | +9.0% | +33.4% | -24.3% | +8.7% |
| YTD | +17.8% | +16.8% | +1.0% | +17.9% |
| 1Y | +16.8% | -7.7% | +24.6% | +17.8% |
| 3Y | +125.4% | +18.4% | +107.1% | +123.6% |
| 5Y | +128.7% | -14.8% | +143.5% | +121.4% |
| All | +128.7% | -15.0% | +143.7% | +121.4% |
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