+18.8%
PGR vs TEVA
+81.2%
-62.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +1.3% | +0.7% | +0.6% | +1.3% |
| 30D | +10.0% | +6.8% | +3.2% | +10.1% |
| 3M | +9.6% | +20.3% | -10.7% | +10.0% |
| 6M | +18.0% | +16.5% | +1.5% | +17.7% |
| YTD | +9.0% | +33.9% | -24.9% | +9.4% |
| 1Y | +18.8% | +69.8% | -51.0% | +21.4% |
| All | +18.8% | +81.2% | -62.4% | +21.4% |
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