+319.4%
TEVA vs PL
+40.9%
+278.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.6% | +2.0% |
| 7D | +4.4% | +10.0% | -5.6% | +3.6% |
| 30D | +9.3% | -2.3% | +11.5% | +9.2% |
| 3M | +21.9% | -44.2% | +66.1% | +26.6% |
| 6M | +22.8% | -66.1% | +88.9% | +31.3% |
| YTD | +42.6% | -30.0% | +72.6% | +41.5% |
| 1Y | +74.2% | +21.0% | +53.2% | +64.0% |
| 3Y | +404.5% | +516.5% | -112.0% | +278.3% |
| 5Y | +367.9% | +32.0% | +335.9% | +287.4% |
| All | +319.4% | +40.9% | +278.5% | +254.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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