+267.0%
TEVA vs PENG
+107.0%
+160.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -1.7% | +7.3% | -9.0% | -2.4% |
| 30D | +2.0% | -7.5% | +9.4% | +2.5% |
| 3M | +7.0% | -17.2% | +24.2% | +7.0% |
| 6M | +17.0% | +176.7% | -159.8% | -4.3% |
| YTD | +18.1% | +161.0% | -143.0% | -3.0% |
| 1Y | +87.2% | +108.8% | -21.6% | +58.0% |
| All | +267.0% | +107.0% | +160.1% | +192.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling