+88.7%
PR vs TEVA
+402.8%
-314.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +2.5% |
| 7D | -0.5% | +3.3% | -3.8% | -0.9% |
| 30D | -4.6% | +5.0% | -9.6% | -5.1% |
| 3M | +4.7% | +18.5% | -13.8% | +2.7% |
| 6M | +12.4% | +20.6% | -8.2% | +9.9% |
| YTD | +62.9% | +38.5% | +24.3% | +56.1% |
| 1Y | +70.6% | +72.1% | -1.5% | +58.6% |
| All | +88.7% | +402.8% | -314.1% | +36.9% |
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