+299.2%
TEVA vs PEG
+36.3%
+262.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.2% | +2.1% |
| 7D | +2.0% | -0.9% | +2.9% | +2.3% |
| 30D | +1.0% | -3.7% | +4.7% | +2.0% |
| 3M | +7.3% | -7.3% | +14.6% | +9.5% |
| 6M | +21.7% | -10.5% | +32.2% | +25.3% |
| YTD | +18.8% | -7.5% | +26.3% | +21.0% |
| 1Y | +86.5% | -8.7% | +95.2% | +90.2% |
| 3Y | +269.4% | +31.4% | +238.1% | +215.6% |
| All | +299.2% | +36.3% | +262.9% | +242.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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