+8,313.4%
PWR vs TEVA
+885.0%
+7,428.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.0% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | -7.7% | -0.4% | -7.4% | -7.7% |
| 3M | -4.9% | +8.2% | -13.2% | -7.3% |
| 6M | +9.7% | +15.3% | -5.6% | +4.8% |
| YTD | +46.7% | +16.5% | +30.2% | +39.6% |
| 1Y | +58.7% | +85.7% | -27.0% | +33.2% |
| 3Y | +200.7% | +277.9% | -77.1% | +100.7% |
| 5Y | +438.6% | +295.5% | +143.0% | +239.1% |
| 10Y | +2,392.1% | -24.5% | +2,416.6% | +2,091.8% |
| All | +8,313.4% | +885.0% | +7,428.3% | +3,969.2% |
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