+60.7%
PCAR vs TEVA
+280.8%
-220.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | 0.0% |
| 7D | -1.6% | +2.0% | -3.6% | -1.7% |
| 30D | -6.4% | +1.0% | -7.3% | -6.5% |
| 3M | +4.7% | +7.3% | -2.7% | +4.0% |
| 6M | +4.5% | +21.7% | -17.2% | +2.4% |
| YTD | +13.0% | +18.8% | -5.8% | +11.0% |
| 1Y | +23.6% | +86.5% | -62.9% | +17.7% |
| 3Y | +60.7% | +269.4% | -208.7% | +41.0% |
| All | +60.7% | +280.8% | -220.1% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling