+15.3%
TEVA vs PFGC
+8.3%
+7.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -1.0% |
| 7D | -0.7% | -4.8% | +4.1% | +0.7% |
| 30D | -0.4% | -17.2% | +16.9% | +5.2% |
| 3M | +8.2% | -6.3% | +14.6% | +9.7% |
| 6M | +15.3% | +8.8% | +6.5% | +10.1% |
| All | +15.3% | +8.3% | +7.0% | +10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling