+210.9%
PM vs TEVA
-22.9%
+233.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.4% | +0.5% |
| 7D | +4.7% | +2.0% | +2.7% | +4.5% |
| 30D | +2.6% | +1.0% | +1.7% | +2.5% |
| 3M | +6.6% | +7.3% | -0.8% | +5.6% |
| 6M | +16.5% | +21.7% | -5.2% | +13.7% |
| YTD | +21.2% | +18.8% | +2.3% | +18.5% |
| 1Y | +17.9% | +86.5% | -68.6% | +9.6% |
| 3Y | +129.8% | +269.4% | -139.6% | +93.7% |
| 5Y | +133.0% | +303.6% | -170.6% | +90.5% |
| All | +210.9% | -22.9% | +233.9% | +167.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling