+362.4%
PCAR vs TEVA
-22.9%
+385.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.2% |
| 7D | -1.6% | +2.0% | -3.6% | -1.9% |
| 30D | -6.4% | +1.0% | -7.3% | -6.5% |
| 3M | +4.7% | +7.3% | -2.7% | +3.3% |
| 6M | +4.5% | +21.7% | -17.2% | +1.1% |
| YTD | +13.0% | +18.8% | -5.8% | +9.7% |
| 1Y | +23.6% | +86.5% | -62.9% | +12.3% |
| 3Y | +60.7% | +269.4% | -208.7% | +28.4% |
| 5Y | +164.5% | +303.6% | -139.1% | +103.4% |
| All | +362.4% | -22.9% | +385.4% | +295.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling