+298.4%
TEVA vs PL
+72.5%
+225.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.6% | +0.5% |
| 7D | -1.7% | -13.9% | +12.1% | -0.6% |
| 30D | +2.0% | -25.5% | +27.4% | +4.1% |
| 3M | +7.0% | -44.8% | +51.7% | +11.3% |
| 6M | +17.0% | -33.3% | +50.3% | +17.9% |
| YTD | +18.1% | -12.7% | +30.7% | +15.7% |
| 1Y | +87.2% | +90.9% | -3.7% | +70.1% |
| 3Y | +283.1% | +528.5% | -245.4% | +189.3% |
| 5Y | +298.4% | +72.7% | +225.7% | +221.7% |
| All | +298.4% | +72.5% | +225.8% | +221.7% |
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