+1,763.2%
PLD vs TEVA
+692.9%
+1,070.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -0.9% | +1.6% | -2.4% | -1.2% |
| 30D | -1.2% | +4.0% | -5.2% | -1.9% |
| 3M | -2.3% | +10.5% | -12.8% | -4.3% |
| 6M | +4.5% | +18.4% | -13.9% | +0.9% |
| YTD | +10.1% | +17.8% | -7.6% | +6.3% |
| 1Y | +25.9% | +90.5% | -64.6% | +10.8% |
| 3Y | +24.4% | +282.1% | -257.7% | -6.4% |
| 5Y | +15.5% | +291.9% | -276.4% | -15.9% |
| 10Y | +240.3% | -24.9% | +265.2% | +209.4% |
| All | +1,763.2% | +692.9% | +1,070.3% | +1,310.3% |
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