+6,889.2%
TEVA vs PEG
+2,880.5%
+4,008.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.2% | +2.1% |
| 7D | +2.0% | -0.9% | +2.9% | +2.2% |
| 30D | +1.0% | -3.7% | +4.7% | +1.9% |
| 3M | +7.3% | -7.3% | +14.6% | +9.2% |
| 6M | +21.7% | -10.5% | +32.2% | +24.7% |
| YTD | +18.8% | -7.5% | +26.3% | +20.7% |
| 1Y | +86.5% | -8.7% | +95.2% | +89.7% |
| 3Y | +269.4% | +31.4% | +238.1% | +239.5% |
| 5Y | +303.6% | +37.8% | +265.8% | +265.3% |
| 10Y | -22.9% | +148.0% | -170.9% | -40.1% |
| All | +6,889.2% | +2,880.5% | +4,008.7% | +2,897.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling