+655.7%
VEEV vs PFG
+184.0%
+471.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -0.7% | +2.4% | -3.1% | -1.4% |
| 30D | +1.4% | +5.9% | -4.5% | -0.2% |
| 3M | +19.4% | -0.4% | +19.8% | +19.2% |
| 6M | +93.6% | +14.8% | +78.8% | +86.3% |
| YTD | +35.1% | +31.9% | +3.2% | +25.3% |
| 1Y | +3.4% | +38.8% | -35.4% | -5.5% |
| 3Y | +81.4% | +82.4% | -1.0% | +53.6% |
| 5Y | -5.1% | +94.7% | -99.8% | -21.2% |
| All | +655.7% | +184.0% | +471.8% | +406.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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