+101.8%
PCG vs TEVA
+6,895.5%
-6,793.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -0.9% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | -18.9% | -0.4% | -18.5% | -18.9% |
| 3M | -15.8% | +8.2% | -24.1% | -16.9% |
| 6M | -22.6% | +15.3% | -37.9% | -24.4% |
| YTD | -12.2% | +16.5% | -28.7% | -14.5% |
| 1Y | -7.1% | +85.7% | -92.8% | -15.5% |
| 3Y | -15.8% | +277.9% | -293.7% | -32.2% |
| 5Y | +53.3% | +295.5% | -242.2% | +20.2% |
| 10Y | -75.6% | -24.5% | -51.1% | -78.5% |
| All | +101.8% | +6,895.5% | -6,793.7% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling