-12.2%
VEEV vs PFGC
+110.3%
-122.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | -4.6% | -4.8% | +0.1% | -3.3% |
| 30D | +8.6% | -12.5% | +21.2% | +12.7% |
| 3M | +62.4% | -9.7% | +72.2% | +67.0% |
| 6M | +40.3% | +7.0% | +33.2% | +36.4% |
| YTD | +17.5% | +4.5% | +13.1% | +14.1% |
| 1Y | -6.1% | -11.6% | +5.5% | -3.7% |
| 3Y | +16.7% | +58.5% | -41.8% | -6.1% |
| All | -12.2% | +110.3% | -122.5% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling