+299.2%
TEVA vs PNR
-21.7%
+320.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +2.0% | -6.0% | +8.0% | +4.3% |
| 30D | +1.0% | -14.0% | +14.9% | +6.5% |
| 3M | +7.3% | -21.7% | +29.0% | +16.0% |
| 6M | +21.7% | -37.3% | +59.0% | +42.8% |
| YTD | +18.8% | -45.1% | +64.0% | +46.0% |
| 1Y | +86.5% | -49.1% | +135.6% | +136.6% |
| 3Y | +269.4% | -14.8% | +284.3% | +256.5% |
| All | +299.2% | -21.7% | +320.9% | +277.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling