+350.5%
VEEV vs PENG
+762.7%
-412.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.4% | -9.7% | -4.2% |
| 7D | -0.6% | +4.5% | -5.1% | -1.3% |
| 30D | +28.8% | -7.1% | +35.9% | +29.7% |
| 3M | +54.0% | -27.3% | +81.3% | +56.2% |
| 6M | +46.0% | +169.6% | -123.6% | +16.9% |
| YTD | +23.2% | +164.6% | -141.4% | -1.4% |
| 1Y | +1.9% | +109.5% | -107.6% | -15.9% |
| 3Y | +27.0% | +98.9% | -71.9% | -2.1% |
| 5Y | -13.4% | +116.3% | -129.6% | -36.2% |
| All | +350.5% | +762.7% | -412.2% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling