+81.4%
VEEV vs PFGC
+82.6%
-1.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -0.7% | +3.4% | -4.1% | -1.1% |
| 30D | +1.4% | +16.9% | -15.5% | -0.2% |
| 3M | +19.4% | +6.4% | +12.9% | +18.6% |
| 6M | +93.6% | +16.0% | +77.6% | +91.0% |
| YTD | +35.1% | +23.6% | +11.4% | +31.7% |
| 1Y | +3.4% | +16.6% | -13.2% | +1.9% |
| 3Y | +81.4% | +82.3% | -0.9% | +65.0% |
| All | +81.4% | +82.6% | -1.2% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling