+602.3%
VEEV vs PSLV
+148.1%
+454.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.3% | +5.4% | +0.7% |
| 7D | -8.2% | -4.9% | -3.4% | -7.7% |
| 30D | +10.3% | -1.9% | +12.2% | +10.5% |
| 3M | +59.4% | +4.2% | +55.2% | +58.2% |
| 6M | +37.6% | -27.6% | +65.2% | +42.2% |
| YTD | +16.9% | -11.7% | +28.6% | +15.0% |
| 1Y | -5.0% | +49.3% | -54.3% | -15.0% |
| 3Y | +18.5% | +167.1% | -148.7% | -5.6% |
| 5Y | -13.8% | +151.7% | -165.5% | -31.5% |
| 10Y | +547.0% | +187.0% | +360.0% | +382.4% |
| All | +602.3% | +148.1% | +454.2% | +445.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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