+2,114.6%
PPL vs TEVA
+8,300.4%
-6,185.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -2.2% | +4.5% | -6.7% | -2.6% |
| 30D | +1.7% | +5.8% | -4.1% | +1.1% |
| 3M | +0.1% | +18.8% | -18.7% | -1.5% |
| 6M | -1.5% | +21.9% | -23.4% | -3.6% |
| YTD | +3.0% | +39.9% | -36.9% | -0.6% |
| 1Y | -1.4% | +69.0% | -70.4% | -6.6% |
| 3Y | +53.5% | +402.9% | -349.4% | +28.9% |
| 5Y | +46.4% | +359.0% | -312.6% | +22.2% |
| 10Y | +64.3% | +12.0% | +52.2% | +46.7% |
| All | +2,114.6% | +8,300.4% | -6,185.8% | +1,519.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling