+327.1%
VEEV vs PENG
+751.0%
-423.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.5% |
| 7D | -7.1% | +7.3% | -14.4% | -8.1% |
| 30D | +11.1% | -7.5% | +18.6% | +12.0% |
| 3M | +55.5% | -17.2% | +72.8% | +54.8% |
| 6M | +33.4% | +176.7% | -143.4% | +6.4% |
| YTD | +16.8% | +161.0% | -144.2% | -6.4% |
| 1Y | -7.7% | +108.8% | -116.6% | -23.8% |
| 3Y | +18.4% | +109.8% | -91.4% | -9.7% |
| 5Y | -14.8% | +111.7% | -126.5% | -37.0% |
| All | +327.1% | +751.0% | -423.9% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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