-5.1%
PCG vs TEVA
+93.8%
-98.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | -13.9% | -0.2% | -13.6% | -13.9% |
| 30D | -16.9% | +4.7% | -21.6% | -17.0% |
| 3M | -14.7% | +5.6% | -20.3% | -14.8% |
| 6M | -23.8% | +10.5% | -34.3% | -24.5% |
| YTD | -10.5% | +16.5% | -27.0% | -11.9% |
| 1Y | -5.1% | +96.8% | -101.9% | -9.1% |
| All | -5.1% | +93.8% | -98.9% | -9.1% |
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 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