+353.2%
TEVA vs PL
+38.8%
+314.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | +3.3% | +13.4% | -10.0% | +2.2% |
| 30D | +5.0% | -10.2% | +15.2% | +5.6% |
| 3M | +18.5% | -39.5% | +58.0% | +22.5% |
| 6M | +20.6% | -65.7% | +86.4% | +28.9% |
| YTD | +38.5% | -27.3% | +65.8% | +37.2% |
| 1Y | +72.1% | +15.0% | +57.1% | +62.7% |
| 3Y | +398.2% | +560.8% | -162.7% | +270.7% |
| 5Y | +353.2% | +38.4% | +314.8% | +270.1% |
| All | +353.2% | +38.8% | +314.4% | +270.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling