+195.1%
TEVA vs PFG
+998.8%
-803.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | -0.7% | -3.0% | +2.3% | -0.1% |
| 30D | -0.4% | +2.5% | -2.8% | -1.0% |
| 3M | +8.2% | +6.1% | +2.2% | +6.6% |
| 6M | +15.3% | +31.3% | -16.0% | +8.3% |
| YTD | +16.5% | +33.6% | -17.1% | +8.8% |
| 1Y | +85.7% | +48.5% | +37.2% | +69.4% |
| 3Y | +277.9% | +69.6% | +208.2% | +232.3% |
| 5Y | +295.5% | +111.5% | +184.1% | +231.7% |
| 10Y | -24.5% | +244.2% | -268.7% | -43.1% |
| All | +195.1% | +998.8% | -803.8% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling