+54.0%
PPL vs VEEV
+547.1%
-493.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.2% |
| 7D | +1.8% | -5.2% | +6.9% | +2.2% |
| 30D | -1.1% | +14.9% | -16.0% | -2.4% |
| 3M | 0.0% | +58.4% | -58.3% | -4.1% |
| 6M | -7.6% | +35.5% | -43.1% | -10.4% |
| YTD | +1.7% | +18.6% | -16.9% | -0.3% |
| 1Y | +1.5% | -6.3% | +7.9% | +1.6% |
| 3Y | +55.3% | +20.2% | +35.0% | +49.8% |
| 5Y | +37.7% | -13.8% | +51.5% | +35.1% |
| 10Y | +54.0% | +542.0% | -488.1% | +26.6% |
| All | +54.0% | +547.1% | -493.1% | +26.6% |
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