+378.1%
PSX vs TEVA
-22.9%
+401.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.7% | 0.0% |
| 7D | +1.7% | +2.0% | -0.3% | +1.3% |
| 30D | +15.6% | +1.0% | +14.7% | +15.3% |
| 3M | +46.5% | +7.3% | +39.1% | +44.0% |
| 6M | +55.0% | +21.7% | +33.3% | +47.9% |
| YTD | +105.3% | +18.8% | +86.4% | +96.4% |
| 1Y | +101.6% | +86.5% | +15.1% | +75.0% |
| 3Y | +134.1% | +269.4% | -135.3% | +69.1% |
| 5Y | +368.7% | +303.6% | +65.1% | +220.5% |
| All | +378.1% | -22.9% | +401.0% | +262.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling