+46.9%
PM vs TEVA
+106.6%
-59.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +4.3% | +4.7% | -0.4% | +4.2% |
| 30D | +11.5% | +5.5% | +6.0% | +11.3% |
| 3M | +13.0% | +21.6% | -8.5% | +12.7% |
| 6M | +25.9% | +18.4% | +7.5% | +25.7% |
| YTD | +34.0% | +34.1% | -0.1% | +33.7% |
| 1Y | +46.9% | +104.5% | -57.7% | +46.6% |
| All | +46.9% | +106.6% | -59.7% | +46.6% |
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