+164.2%
PCAR vs TEVA
+290.4%
-126.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.7% |
| 7D | -1.6% | -0.7% | -0.8% | -1.5% |
| 30D | -7.3% | -0.4% | -6.9% | -7.3% |
| 3M | +7.8% | +8.2% | -0.4% | +6.5% |
| 6M | +3.6% | +15.3% | -11.7% | +1.2% |
| YTD | +12.9% | +16.5% | -3.6% | +10.1% |
| 1Y | +27.3% | +85.7% | -58.4% | +16.9% |
| 3Y | +61.9% | +277.9% | -216.0% | +28.8% |
| 5Y | +164.2% | +295.5% | -131.4% | +98.1% |
| All | +164.2% | +290.4% | -126.3% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling