+234.9%
PAAS vs TEVA
+280.8%
-45.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.9% |
| 7D | -1.9% | +2.0% | -4.0% | -2.3% |
| 30D | -3.6% | +1.0% | -4.5% | -3.7% |
| 3M | +8.6% | +7.3% | +1.2% | +7.3% |
| 6M | -16.7% | +21.7% | -38.4% | -19.3% |
| YTD | -1.9% | +18.8% | -20.8% | -4.7% |
| 1Y | +38.0% | +86.5% | -48.5% | +27.0% |
| 3Y | +234.9% | +269.4% | -34.5% | +179.1% |
| All | +234.9% | +280.8% | -45.9% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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