-11.3%
PCG vs TEVA
+89.1%
-100.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.7% | -1.8% |
| 7D | -3.5% | +2.0% | -5.5% | -3.6% |
| 30D | -20.6% | +1.0% | -21.6% | -20.6% |
| 3M | -17.6% | +7.3% | -24.9% | -17.7% |
| 6M | -23.5% | +21.7% | -45.2% | -24.4% |
| YTD | -13.6% | +18.8% | -32.5% | -15.1% |
| 1Y | -11.3% | +86.5% | -97.8% | -15.0% |
| All | -11.3% | +89.1% | -100.5% | -15.0% |
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 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