+55.3%
PPL vs TEVA
+290.6%
-235.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | +1.8% | +1.6% | +0.2% | +1.7% |
| 30D | -1.1% | +4.0% | -5.0% | -1.2% |
| 3M | 0.0% | +10.5% | -10.5% | -0.4% |
| 6M | -7.6% | +18.4% | -26.0% | -8.3% |
| YTD | +1.7% | +17.8% | -16.0% | +0.9% |
| 1Y | +1.5% | +90.5% | -88.9% | -1.5% |
| 3Y | +55.3% | +282.1% | -226.9% | +39.3% |
| All | +55.3% | +290.6% | -235.4% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling