+1,260.8%
PAAS vs TEVA
+1,054.0%
+206.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | +2.0% | +1.6% | +0.4% | +1.8% |
| 30D | -0.1% | +4.0% | -4.0% | -0.5% |
| 3M | +8.2% | +10.5% | -2.3% | +6.8% |
| 6M | -13.8% | +18.4% | -32.2% | -15.6% |
| YTD | -0.6% | +17.8% | -18.4% | -2.8% |
| 1Y | +44.0% | +90.5% | -46.5% | +33.3% |
| 3Y | +246.6% | +282.1% | -35.5% | +191.7% |
| 5Y | +116.1% | +291.9% | -175.8% | +78.9% |
| 10Y | +202.7% | -24.9% | +227.6% | +176.5% |
| All | +1,260.8% | +1,054.0% | +206.8% | +1,009.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling