-25.0%
TEVA vs PFGC
+292.9%
-317.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +2.1% |
| 7D | +2.0% | -4.8% | +6.8% | +3.3% |
| 30D | +1.0% | -12.5% | +13.5% | +4.5% |
| 3M | +7.3% | -9.7% | +17.0% | +10.0% |
| 6M | +21.7% | +7.0% | +14.7% | +19.2% |
| YTD | +18.8% | +4.5% | +14.4% | +16.6% |
| 1Y | +86.5% | -11.6% | +98.1% | +90.7% |
| 3Y | +269.4% | +58.5% | +210.9% | +221.8% |
| 5Y | +303.6% | +112.6% | +191.0% | +221.6% |
| All | -25.0% | +292.9% | -317.8% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling