+122.1%
PPL vs VEEV
+623.9%
-501.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.2% |
| 7D | +2.7% | -0.6% | +3.2% | +2.7% |
| 30D | +0.5% | +28.8% | -28.4% | -1.4% |
| 3M | +0.7% | +54.0% | -53.4% | -2.6% |
| 6M | -7.6% | +46.0% | -53.6% | -10.4% |
| YTD | +1.8% | +23.2% | -21.4% | -0.1% |
| 1Y | -0.8% | +1.9% | -2.6% | -1.4% |
| 3Y | +56.9% | +27.0% | +29.8% | +51.8% |
| 5Y | +39.5% | -13.4% | +52.9% | +37.0% |
| 10Y | +55.4% | +575.2% | -519.8% | +34.0% |
| All | +122.1% | +623.9% | -501.8% | +89.3% |
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