+3,137.7%
PEP vs TEVA
+6,991.8%
-3,854.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -1.7% | -1.7% | 0.0% | -1.6% |
| 30D | +0.3% | +2.0% | -1.7% | +0.1% |
| 3M | -3.2% | +7.0% | -10.2% | -3.8% |
| 6M | -13.6% | +17.0% | -30.6% | -14.8% |
| YTD | -1.9% | +18.1% | -19.9% | -3.4% |
| 1Y | -0.6% | +87.2% | -87.9% | -5.6% |
| 3Y | -13.6% | +283.1% | -296.6% | -23.2% |
| 5Y | +3.2% | +298.4% | -295.2% | -9.8% |
| 10Y | +79.1% | -23.4% | +102.5% | +68.7% |
| All | +3,137.7% | +6,991.8% | -3,854.1% | +2,037.5% |
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