-11.2%
VEEV vs PENG
+115.2%
-126.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.4% | -9.7% | -4.0% |
| 7D | -0.6% | +4.5% | -5.1% | -1.2% |
| 30D | +28.8% | -7.1% | +35.9% | +29.6% |
| 3M | +54.0% | -27.3% | +81.3% | +56.1% |
| 6M | +46.0% | +169.6% | -123.6% | +15.5% |
| YTD | +23.2% | +164.6% | -141.4% | -2.7% |
| 1Y | +1.9% | +109.5% | -107.6% | -16.7% |
| 3Y | +27.0% | +98.9% | -71.9% | -3.8% |
| All | -11.2% | +115.2% | -126.4% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling