+333.4%
PM vs VEEV
+693.5%
-360.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +0.5% | -0.7% | +1.3% | +0.6% |
| 30D | -3.2% | +1.4% | -4.6% | -3.3% |
| 3M | +6.2% | +19.4% | -13.1% | +5.0% |
| 6M | +7.7% | +93.6% | -85.9% | +3.3% |
| YTD | +27.3% | +35.1% | -7.8% | +24.5% |
| 1Y | +32.8% | +3.4% | +29.4% | +32.3% |
| 3Y | +150.0% | +81.4% | +68.6% | +137.1% |
| 5Y | +164.2% | -5.1% | +169.3% | +160.3% |
| 10Y | +265.7% | +661.2% | -395.5% | +205.0% |
| All | +333.4% | +693.5% | -360.1% | +253.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling