+74.2%
TEVA vs PENG
+130.4%
-56.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.5% | +7.4% | +2.0% |
| 7D | +4.4% | +13.2% | -8.8% | +4.2% |
| 30D | +9.3% | -29.9% | +39.2% | +9.3% |
| 3M | +21.9% | -22.2% | +44.1% | +21.9% |
| 6M | +22.8% | -1.9% | +24.6% | +19.0% |
| YTD | +42.6% | +142.1% | -99.5% | +16.4% |
| 1Y | +74.2% | +151.5% | -77.3% | +38.9% |
| All | +74.2% | +130.4% | -56.1% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling