+543.1%
VEEV vs PBF
+374.8%
+168.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.5% |
| 7D | -4.6% | +5.3% | -9.9% | -4.9% |
| 30D | +8.6% | +11.7% | -3.1% | +7.9% |
| 3M | +62.4% | +91.1% | -28.7% | +56.0% |
| 6M | +40.3% | +88.4% | -48.2% | +34.4% |
| YTD | +17.5% | +194.1% | -176.5% | +9.4% |
| 1Y | -6.1% | +180.4% | -186.5% | -12.6% |
| 3Y | +16.7% | +59.3% | -42.6% | +10.3% |
| 5Y | -13.3% | +816.3% | -829.6% | -26.8% |
| All | +543.1% | +374.8% | +168.3% | +490.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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