+42.8%
PCG vs TEVA
+300.5%
-257.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.7% | -1.9% |
| 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% | -18.5% |
| 6M | -23.5% | +21.7% | -45.2% | -25.8% |
| YTD | -13.6% | +18.8% | -32.5% | -16.1% |
| 1Y | -11.3% | +86.5% | -97.8% | -19.6% |
| 3Y | -16.9% | +269.4% | -286.3% | -34.3% |
| All | +42.8% | +300.5% | -257.7% | +6.7% |
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