+96.8%
TEVA vs PNR
-43.1%
+139.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -0.2% | -2.4% | +2.1% | +0.1% |
| 30D | +4.7% | -12.8% | +17.5% | +6.5% |
| 3M | +5.6% | -17.0% | +22.6% | +8.0% |
| 6M | +10.5% | -37.4% | +47.9% | +17.0% |
| YTD | +16.5% | -41.6% | +58.1% | +24.0% |
| 1Y | +96.8% | -44.6% | +141.4% | +115.1% |
| All | +96.8% | -43.1% | +139.8% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling