+13,676.9%
PSA vs TEVA
+6,895.5%
+6,781.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -3.6% | -0.7% | -2.9% | -3.6% |
| 30D | -9.4% | -0.4% | -9.0% | -9.4% |
| 3M | -8.2% | +8.2% | -16.4% | -9.0% |
| 6M | -1.8% | +15.3% | -17.2% | -3.3% |
| YTD | +15.7% | +16.5% | -0.7% | +13.8% |
| 1Y | +6.3% | +85.7% | -79.5% | +0.1% |
| 3Y | +21.6% | +277.9% | -256.3% | +6.1% |
| 5Y | +13.5% | +295.5% | -282.1% | -2.6% |
| 10Y | +101.3% | -24.5% | +125.7% | +89.6% |
| All | +13,676.9% | +6,895.5% | +6,781.4% | +12,586.2% |
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