+237.6%
TEVA vs PCOR
-30.9%
+268.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.5% | 0.0% |
| 7D | -0.2% | -9.0% | +8.7% | +1.4% |
| 30D | +4.7% | +4.2% | +0.6% | +3.8% |
| 3M | +5.6% | +14.4% | -8.8% | +2.6% |
| 6M | +10.5% | +0.2% | +10.3% | +9.0% |
| YTD | +16.5% | -20.3% | +36.8% | +19.6% |
| 1Y | +96.8% | -16.1% | +112.9% | +99.0% |
| 3Y | +269.5% | -14.7% | +284.2% | +260.8% |
| 5Y | +283.5% | -43.2% | +326.7% | +262.2% |
| All | +237.6% | -30.9% | +268.5% | +214.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling