+612.7%
VEEV vs PFG
+317.9%
+294.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.3% |
| 7D | -5.2% | +6.0% | -11.1% | -6.9% |
| 30D | +14.9% | +2.2% | +12.7% | +14.1% |
| 3M | +58.4% | +10.4% | +48.0% | +53.5% |
| 6M | +35.5% | +27.8% | +7.7% | +25.5% |
| YTD | +18.6% | +33.6% | -15.0% | +8.3% |
| 1Y | -6.3% | +49.3% | -55.6% | -17.5% |
| 3Y | +20.2% | +69.7% | -49.5% | +0.6% |
| 5Y | -13.8% | +111.3% | -125.2% | -32.9% |
| 10Y | +542.0% | +240.3% | +301.8% | +273.0% |
| All | +612.7% | +317.9% | +294.8% | +211.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling