+282.1%
TEVA vs PCOR
-17.1%
+299.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.5% |
| 7D | +1.6% | -6.9% | +8.5% | +2.5% |
| 30D | +4.0% | -1.5% | +5.5% | +4.0% |
| 3M | +10.5% | +18.5% | -8.0% | +7.7% |
| 6M | +18.4% | -4.7% | +23.1% | +18.2% |
| YTD | +17.8% | -22.8% | +40.5% | +21.6% |
| 1Y | +90.5% | -20.7% | +111.2% | +94.9% |
| 3Y | +282.1% | -14.6% | +296.7% | +280.1% |
| All | +282.1% | -17.1% | +299.2% | +280.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling