+313.2%
TEVA vs PCOR
-7.6%
+320.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.9% |
| 7D | +4.4% | +3.0% | +1.4% | +3.9% |
| 30D | +9.3% | +38.7% | -29.4% | +3.0% |
| 3M | +21.9% | +24.9% | -3.0% | +16.6% |
| 6M | +22.8% | +68.8% | -46.0% | +10.8% |
| YTD | +42.6% | +6.7% | +35.9% | +38.6% |
| 1Y | +74.2% | +3.0% | +71.2% | +70.5% |
| 3Y | +404.5% | +48.6% | +355.9% | +343.9% |
| 5Y | +367.9% | -12.7% | +380.6% | +313.7% |
| All | +313.2% | -7.6% | +320.8% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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