+12.2%
PCAR vs TEVA
+106.6%
-94.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.2% | +4.1% |
| 7D | +3.7% | +4.7% | -1.1% | +2.9% |
| 30D | -2.9% | +5.5% | -8.4% | -3.7% |
| 3M | -21.7% | +21.6% | -43.3% | -24.1% |
| 6M | -6.6% | +18.4% | -25.0% | -8.9% |
| YTD | -2.2% | +34.1% | -36.3% | -7.8% |
| 1Y | +12.2% | +104.5% | -92.3% | -2.4% |
| All | +12.2% | +106.6% | -94.3% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling