+1,663.6%
PBR vs TEVA
+216.5%
+1,447.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.9% | -1.4% |
| 7D | +5.4% | +2.0% | +3.4% | +4.8% |
| 30D | +22.9% | +1.0% | +21.9% | +22.4% |
| 3M | +19.6% | +7.3% | +12.3% | +16.8% |
| 6M | +16.5% | +21.7% | -5.3% | +9.2% |
| YTD | +86.7% | +18.8% | +67.8% | +75.6% |
| 1Y | +74.7% | +86.5% | -11.8% | +43.8% |
| 3Y | +102.6% | +269.4% | -166.8% | +30.1% |
| 5Y | +566.6% | +303.6% | +263.0% | +292.9% |
| 10Y | +686.1% | -22.9% | +709.0% | +573.4% |
| All | +1,663.6% | +216.5% | +1,447.2% | +998.8% |
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