+298.4%
TEVA vs PCOR
-42.7%
+341.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.9% | +0.9% |
| 7D | -1.7% | -9.0% | +7.3% | -0.1% |
| 30D | +2.0% | -7.0% | +8.9% | +3.0% |
| 3M | +7.0% | +18.3% | -11.4% | +3.2% |
| 6M | +17.0% | -7.8% | +24.8% | +17.1% |
| YTD | +18.1% | -25.6% | +43.7% | +22.8% |
| 1Y | +87.2% | -22.7% | +110.0% | +92.2% |
| 3Y | +283.1% | -17.7% | +300.7% | +275.3% |
| 5Y | +298.4% | -42.0% | +340.4% | +282.2% |
| All | +298.4% | -42.7% | +341.1% | +282.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling