+141.2%
PH vs TEVA
+280.8%
-139.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.4% |
| 7D | -1.3% | +2.0% | -3.3% | -1.6% |
| 30D | -11.0% | +1.0% | -11.9% | -11.1% |
| 3M | +5.5% | +7.3% | -1.8% | +4.3% |
| 6M | +1.5% | +21.7% | -20.3% | -1.8% |
| YTD | +8.8% | +18.8% | -10.1% | +5.6% |
| 1Y | +24.5% | +86.5% | -62.0% | +13.4% |
| 3Y | +141.2% | +269.4% | -128.3% | +94.1% |
| All | +141.2% | +280.8% | -139.6% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling