+120.8%
PAAS vs TEVA
+290.4%
-169.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -4.0% |
| 7D | -3.7% | -0.7% | -3.0% | -3.6% |
| 30D | -1.9% | -0.4% | -1.5% | -1.8% |
| 3M | +15.1% | +8.2% | +6.8% | +13.2% |
| 6M | -17.1% | +15.3% | -32.4% | -19.5% |
| YTD | -1.3% | +16.5% | -17.8% | -4.4% |
| 1Y | +41.1% | +85.7% | -44.7% | +25.9% |
| 3Y | +244.2% | +277.9% | -33.7% | +157.5% |
| 5Y | +120.8% | +295.5% | -174.7% | +59.9% |
| All | +120.8% | +290.4% | -169.6% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling