+67.9%
PPL vs TEVA
+15.4%
+52.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.1% |
| 7D | -0.4% | +4.4% | -4.8% | -0.7% |
| 30D | +2.6% | +9.3% | -6.6% | +1.8% |
| 3M | +0.8% | +21.9% | -21.0% | -1.0% |
| 6M | +1.4% | +22.8% | -21.3% | -0.6% |
| YTD | +4.3% | +42.6% | -38.3% | +0.6% |
| 1Y | +0.8% | +74.2% | -73.5% | -4.6% |
| 3Y | +57.9% | +404.5% | -346.6% | +32.3% |
| 5Y | +48.3% | +367.9% | -319.6% | +23.3% |
| All | +67.9% | +15.4% | +52.4% | +37.1% |
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