+543.1%
VEEV vs PFGC
+292.9%
+250.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | -4.6% | -4.8% | +0.1% | -3.9% |
| 30D | +8.6% | -12.5% | +21.2% | +10.9% |
| 3M | +62.4% | -9.7% | +72.2% | +64.9% |
| 6M | +40.3% | +7.0% | +33.2% | +38.3% |
| YTD | +17.5% | +4.5% | +13.1% | +15.9% |
| 1Y | -6.1% | -11.6% | +5.5% | -5.0% |
| 3Y | +16.7% | +58.5% | -41.8% | +6.6% |
| 5Y | -13.3% | +112.6% | -125.9% | -24.5% |
| All | +543.1% | +292.9% | +250.2% | +392.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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