+601.8%
VEEV vs PEG
+243.4%
+358.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | -7.1% | -0.1% | -7.0% | -7.1% |
| 30D | +11.1% | -1.7% | +12.9% | +11.5% |
| 3M | +55.5% | -6.8% | +62.3% | +58.0% |
| 6M | +33.4% | -11.4% | +44.7% | +36.8% |
| YTD | +16.8% | -7.2% | +24.1% | +18.1% |
| 1Y | -7.7% | -6.1% | -1.6% | -7.2% |
| 3Y | +18.4% | +31.8% | -13.4% | +6.8% |
| 5Y | -14.8% | +35.6% | -50.4% | -24.3% |
| 10Y | +546.5% | +148.7% | +397.8% | +384.7% |
| All | +601.8% | +243.4% | +358.4% | +379.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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