+158.8%
PGR vs TEVA
+300.5%
-141.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.4% | +0.6% |
| 7D | -0.6% | +2.0% | -2.6% | -0.7% |
| 30D | +4.9% | +1.0% | +4.0% | +4.9% |
| 3M | +7.6% | +7.3% | +0.3% | +7.2% |
| 6M | +8.3% | +21.7% | -13.5% | +7.1% |
| YTD | +1.7% | +18.8% | -17.1% | +0.7% |
| 1Y | -6.8% | +86.5% | -93.3% | -10.2% |
| 3Y | +73.4% | +269.4% | -196.0% | +57.2% |
| All | +158.8% | +300.5% | -141.8% | +129.8% |
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 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