-6.3%
VEEV vs PENG
+106.3%
-112.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.7% |
| 7D | -5.2% | +7.8% | -12.9% | -5.0% |
| 30D | +14.9% | -12.2% | +27.1% | +14.6% |
| 3M | +58.4% | -20.6% | +79.0% | +57.6% |
| 6M | +35.5% | +180.9% | -145.5% | +19.8% |
| YTD | +18.6% | +162.3% | -143.6% | +5.3% |
| 1Y | -6.3% | +107.3% | -113.6% | -15.8% |
| All | -6.3% | +106.3% | -112.6% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling