+255.5%
PR vs TEVA
+357.6%
-102.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +2.3% |
| 7D | -0.5% | +3.3% | -3.8% | -1.2% |
| 30D | -4.6% | +5.0% | -9.6% | -5.7% |
| 3M | +4.7% | +18.5% | -13.8% | +0.6% |
| 6M | +12.4% | +20.6% | -8.2% | +7.1% |
| YTD | +62.9% | +38.5% | +24.3% | +49.0% |
| 1Y | +70.6% | +72.1% | -1.5% | +47.5% |
| 3Y | +90.0% | +398.2% | -308.1% | +8.6% |
| 5Y | +255.5% | +353.2% | -97.7% | +151.2% |
| All | +255.5% | +357.6% | -102.0% | +151.2% |
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