-29.7%
TEVA vs PFGC
+394.4%
-424.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +2.1% |
| 7D | +2.0% | -4.8% | +6.8% | +3.2% |
| 30D | +1.0% | -12.5% | +13.5% | +4.4% |
| 3M | +7.3% | -9.7% | +17.0% | +9.9% |
| 6M | +21.7% | +7.0% | +14.7% | +19.3% |
| YTD | +18.8% | +4.5% | +14.4% | +16.7% |
| 1Y | +86.5% | -11.6% | +98.1% | +90.5% |
| 3Y | +269.4% | +58.5% | +210.9% | +223.5% |
| 5Y | +303.6% | +112.6% | +191.0% | +224.4% |
| 10Y | -22.9% | +291.1% | -314.0% | -47.8% |
| All | -29.7% | +394.4% | -424.2% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling