+16.0%
VEEV vs PFGC
+59.5%
-43.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -8.2% | -4.8% | -3.4% | -7.8% |
| 30D | +10.3% | -17.2% | +27.5% | +12.4% |
| 3M | +59.4% | -6.3% | +65.7% | +60.5% |
| 6M | +37.6% | +8.8% | +28.7% | +36.3% |
| YTD | +16.9% | +4.9% | +12.0% | +15.9% |
| 1Y | -5.0% | -9.5% | +4.5% | -3.0% |
| All | +16.0% | +59.5% | -43.5% | +6.6% |
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