-76.3%
PCG vs TEVA
-22.9%
-53.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.7% | -2.0% |
| 7D | -3.5% | +2.0% | -5.5% | -3.8% |
| 30D | -20.6% | +1.0% | -21.6% | -20.7% |
| 3M | -17.6% | +7.3% | -24.9% | -18.8% |
| 6M | -23.5% | +21.7% | -45.2% | -26.6% |
| YTD | -13.6% | +18.8% | -32.5% | -16.9% |
| 1Y | -11.3% | +86.5% | -97.8% | -21.9% |
| 3Y | -16.9% | +269.4% | -286.3% | -37.9% |
| 5Y | +50.8% | +303.6% | -252.8% | +7.2% |
| All | -76.3% | -22.9% | -53.4% | -82.4% |
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 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