+269.4%
TEVA vs PFG
+70.6%
+198.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +1.0% | +1.7% |
| 7D | +2.0% | -0.4% | +2.4% | +2.1% |
| 30D | +1.0% | +2.9% | -1.9% | -0.1% |
| 3M | +7.3% | +6.7% | +0.6% | +4.6% |
| 6M | +21.7% | +33.8% | -12.0% | +9.4% |
| YTD | +18.8% | +35.0% | -16.1% | +6.3% |
| 1Y | +86.5% | +46.4% | +40.1% | +62.2% |
| 3Y | +269.4% | +71.7% | +197.8% | +199.1% |
| All | +269.4% | +70.6% | +198.9% | +199.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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