+298.4%
TEVA vs PENG
+116.9%
+181.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -1.7% | +7.3% | -9.0% | -2.7% |
| 30D | +2.0% | -7.5% | +9.4% | +2.8% |
| 3M | +7.0% | -17.2% | +24.2% | +6.9% |
| 6M | +17.0% | +176.7% | -159.8% | -8.9% |
| YTD | +18.1% | +161.0% | -143.0% | -7.6% |
| 1Y | +87.2% | +108.8% | -21.6% | +51.6% |
| 3Y | +283.1% | +109.8% | +173.3% | +185.7% |
| 5Y | +298.4% | +111.7% | +186.6% | +187.0% |
| All | +298.4% | +116.9% | +181.5% | +187.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling