+65.0%
PPL vs VEEV
+676.3%
-611.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -1.0% | -1.9% | +0.9% | -0.8% |
| 30D | +3.0% | +3.0% | 0.0% | +2.7% |
| 3M | +1.1% | +28.8% | -27.7% | -1.1% |
| 6M | -0.8% | +91.3% | -92.1% | -6.4% |
| YTD | +3.5% | +36.5% | -33.1% | +0.3% |
| 1Y | -0.9% | +1.9% | -2.8% | -1.4% |
| 3Y | +54.2% | +84.6% | -30.4% | +42.9% |
| 5Y | +46.3% | -2.6% | +48.9% | +42.2% |
| 10Y | +65.0% | +669.4% | -604.4% | +42.8% |
| All | +65.0% | +676.3% | -611.2% | +42.8% |
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