+327.7%
PM vs VEEV
+702.0%
-374.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | -7.1% | -1.9% | -5.2% | -7.0% |
| 30D | -2.8% | +3.0% | -5.8% | -3.0% |
| 3M | +6.3% | +28.8% | -22.5% | +4.6% |
| 6M | +9.6% | +91.3% | -81.6% | +5.2% |
| YTD | +25.6% | +36.5% | -10.9% | +22.8% |
| 1Y | +29.7% | +1.9% | +27.8% | +29.3% |
| 3Y | +147.6% | +84.6% | +62.9% | +134.5% |
| 5Y | +160.1% | -2.6% | +162.7% | +155.7% |
| 10Y | +260.9% | +669.4% | -408.5% | +200.8% |
| All | +327.7% | +702.0% | -374.3% | +248.4% |
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 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