+2.9%
PEP vs TEVA
+300.5%
-297.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.3% | -0.3% |
| 7D | -1.0% | +2.0% | -3.0% | -1.1% |
| 30D | -0.7% | +1.0% | -1.6% | -0.7% |
| 3M | -4.1% | +7.3% | -11.5% | -4.6% |
| 6M | -13.1% | +21.7% | -34.8% | -14.2% |
| YTD | -2.1% | +18.8% | -21.0% | -3.2% |
| 1Y | -1.7% | +86.5% | -88.1% | -5.3% |
| 3Y | -15.1% | +269.4% | -284.5% | -22.6% |
| All | +2.9% | +300.5% | -297.6% | -8.6% |
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