+164.4%
PR vs TEVA
-17.2%
+181.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.7% |
| 7D | +6.7% | +4.5% | +2.2% | +5.2% |
| 30D | -6.1% | +5.8% | -12.0% | -7.8% |
| 3M | +6.9% | +18.8% | -12.0% | +0.9% |
| 6M | +14.6% | +21.9% | -7.3% | +6.6% |
| YTD | +66.1% | +39.9% | +26.3% | +46.4% |
| 1Y | +77.0% | +69.0% | +8.0% | +46.3% |
| 3Y | +93.8% | +402.9% | -309.0% | +1.1% |
| 5Y | +268.2% | +359.0% | -90.7% | +89.6% |
| 10Y | +82.3% | +12.0% | +70.3% | +10.3% |
| All | +164.4% | -17.2% | +181.6% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling