+84.5%
PR vs TEVA
+15.4%
+69.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.6% |
| 7D | +6.0% | +4.4% | +1.5% | +4.5% |
| 30D | -4.2% | +9.3% | -13.5% | -6.9% |
| 3M | +10.0% | +21.9% | -11.9% | +2.9% |
| 6M | +15.6% | +22.8% | -7.1% | +7.1% |
| YTD | +68.2% | +42.6% | +25.6% | +46.8% |
| 1Y | +79.2% | +74.2% | +5.0% | +46.0% |
| 3Y | +94.9% | +404.5% | -309.6% | -0.2% |
| 5Y | +272.8% | +367.9% | -95.2% | +87.1% |
| All | +84.5% | +15.4% | +69.0% | +11.8% |
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