+269.4%
TEVA vs PFGC
+58.8%
+210.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +2.2% |
| 7D | +2.0% | -4.8% | +6.8% | +3.5% |
| 30D | +1.0% | -12.5% | +13.5% | +5.1% |
| 3M | +7.3% | -9.7% | +17.0% | +10.5% |
| 6M | +21.7% | +7.0% | +14.7% | +18.5% |
| YTD | +18.8% | +4.5% | +14.4% | +16.0% |
| 1Y | +86.5% | -11.6% | +98.1% | +92.9% |
| 3Y | +269.4% | +58.5% | +210.9% | +186.7% |
| All | +269.4% | +58.8% | +210.6% | +186.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling