+169.5%
PR vs TEVA
-31.0%
+200.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | +18.0% | +4.7% | +13.3% | +16.2% |
| 3M | +16.9% | +5.6% | +11.3% | +14.2% |
| 6M | +28.2% | +10.5% | +17.7% | +22.3% |
| YTD | +69.3% | +16.5% | +52.8% | +58.3% |
| 1Y | +69.5% | +96.8% | -27.3% | +31.0% |
| 3Y | +81.7% | +269.5% | -187.8% | +4.3% |
| 5Y | +422.2% | +283.5% | +138.7% | +183.3% |
| 10Y | +110.4% | -25.9% | +136.3% | +33.7% |
| All | +169.5% | -31.0% | +200.5% | +71.1% |
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