+606.1%
VEEV vs PPG
+58.9%
+547.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -4.6% | -6.2% | +1.6% | -2.2% |
| 30D | +8.6% | -7.9% | +16.6% | +12.1% |
| 3M | +62.4% | -10.2% | +72.6% | +68.6% |
| 6M | +40.3% | +2.7% | +37.6% | +36.5% |
| YTD | +17.5% | +4.9% | +12.7% | +12.4% |
| 1Y | -6.1% | -3.2% | -2.9% | -7.4% |
| 3Y | +16.7% | -17.0% | +33.7% | +21.1% |
| 5Y | -13.3% | -23.3% | +10.0% | -8.7% |
| 10Y | +550.5% | +26.4% | +524.1% | +400.4% |
| All | +606.1% | +58.9% | +547.3% | +283.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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