+218.5%
PWR vs TEVA
+280.8%
-62.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.1% | +4.8% |
| 7D | +4.2% | +2.0% | +2.2% | +3.9% |
| 30D | -4.0% | +1.0% | -5.0% | -4.2% |
| 3M | -4.8% | +7.3% | -12.1% | -6.0% |
| 6M | +14.6% | +21.7% | -7.1% | +10.5% |
| YTD | +54.2% | +18.8% | +35.4% | +49.2% |
| 1Y | +67.1% | +86.5% | -19.4% | +50.3% |
| 3Y | +218.5% | +269.4% | -51.0% | +151.8% |
| All | +218.5% | +280.8% | -62.3% | +151.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling