-25.0%
TEVA vs PNR
+66.2%
-91.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | +2.0% | -6.0% | +8.0% | +4.9% |
| 30D | +1.0% | -14.0% | +14.9% | +8.1% |
| 3M | +7.3% | -21.7% | +29.0% | +18.5% |
| 6M | +21.7% | -37.3% | +59.0% | +48.7% |
| YTD | +18.8% | -45.1% | +64.0% | +53.5% |
| 1Y | +86.5% | -49.1% | +135.6% | +150.2% |
| 3Y | +269.4% | -14.8% | +284.3% | +263.1% |
| 5Y | +303.6% | -21.0% | +324.6% | +301.8% |
| All | -25.0% | +66.2% | -91.1% | -53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling