+97.5%
PR vs TEVA
-22.9%
+120.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.3% |
| 7D | +1.8% | +2.0% | -0.2% | +1.1% |
| 30D | +10.9% | +1.0% | +9.9% | +10.4% |
| 3M | +24.5% | +7.3% | +17.2% | +21.1% |
| 6M | +25.0% | +21.7% | +3.3% | +15.5% |
| YTD | +72.4% | +18.8% | +53.5% | +59.9% |
| 1Y | +77.2% | +86.5% | -9.2% | +39.2% |
| 3Y | +90.5% | +269.4% | -178.9% | +8.6% |
| 5Y | +423.5% | +303.6% | +119.9% | +175.7% |
| All | +97.5% | -22.9% | +120.4% | +22.7% |
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