+28.5%
TEVA vs PENG
+762.7%
-734.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -1.8% |
| 7D | -0.2% | +4.5% | -4.8% | -1.0% |
| 30D | +4.7% | -7.1% | +11.8% | +5.6% |
| 3M | +5.6% | -27.3% | +32.9% | +7.7% |
| 6M | +10.5% | +169.6% | -159.1% | -14.7% |
| YTD | +16.5% | +164.6% | -148.1% | -10.3% |
| 1Y | +96.8% | +109.5% | -12.7% | +57.4% |
| 3Y | +269.5% | +98.9% | +170.6% | +175.1% |
| 5Y | +283.5% | +116.3% | +167.3% | +168.0% |
| All | +28.5% | +762.7% | -734.2% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling