+54.6%
PPL vs TEVA
-24.5%
+79.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | -1.8% | -0.7% | -1.0% | -1.7% |
| 30D | -2.2% | -0.4% | -1.9% | -2.2% |
| 3M | -3.1% | +8.2% | -11.3% | -3.9% |
| 6M | -8.1% | +15.3% | -23.4% | -9.5% |
| YTD | 0.0% | +16.5% | -16.4% | -1.7% |
| 1Y | -1.3% | +85.7% | -87.1% | -7.3% |
| 3Y | +52.7% | +277.9% | -225.2% | +31.5% |
| 5Y | +37.4% | +295.5% | -258.1% | +15.9% |
| All | +54.6% | -24.5% | +79.1% | +36.5% |
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