+655.7%
VEEV vs PTC
+312.5%
+343.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -0.7% | +0.5% | -1.2% | -1.0% |
| 30D | +1.4% | +1.2% | +0.2% | +0.8% |
| 3M | +19.4% | +27.4% | -8.0% | +2.8% |
| 6M | +93.6% | +39.2% | +54.4% | +58.0% |
| YTD | +35.1% | +12.5% | +22.6% | +23.3% |
| 1Y | +3.4% | +12.3% | -8.9% | -5.6% |
| 3Y | +81.4% | +28.8% | +52.5% | +47.7% |
| 5Y | -5.1% | +60.9% | -66.0% | -32.2% |
| All | +655.7% | +312.5% | +343.3% | +197.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling