+272.7%
PNC vs TEVA
-22.9%
+295.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.1% |
| 7D | -0.6% | +2.0% | -2.6% | -0.9% |
| 30D | -4.4% | +1.0% | -5.3% | -4.6% |
| 3M | +5.2% | +7.3% | -2.1% | +3.5% |
| 6M | +20.6% | +21.7% | -1.1% | +15.3% |
| YTD | +19.8% | +18.8% | +0.9% | +14.9% |
| 1Y | +24.4% | +86.5% | -62.0% | +8.6% |
| 3Y | +131.2% | +269.4% | -138.2% | +68.2% |
| 5Y | +53.1% | +303.6% | -250.5% | +6.0% |
| All | +272.7% | -22.9% | +295.6% | +179.3% |
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 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