+419.0%
PR vs TEVA
+294.1%
+124.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | -0.8% | -1.7% | +0.9% | -0.5% |
| 30D | +11.3% | +2.0% | +9.3% | +10.7% |
| 3M | +24.1% | +7.0% | +17.1% | +21.7% |
| 6M | +25.4% | +17.0% | +8.4% | +19.6% |
| YTD | +71.2% | +18.1% | +53.1% | +62.5% |
| 1Y | +78.6% | +87.2% | -8.6% | +48.7% |
| 3Y | +85.2% | +283.1% | -197.8% | +13.4% |
| 5Y | +419.0% | +298.4% | +120.6% | +180.9% |
| All | +419.0% | +294.1% | +124.9% | +180.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling