-25.0%
TEVA vs PPG
+26.9%
-51.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | +2.0% | -6.2% | +8.3% | +5.0% |
| 30D | +1.0% | -7.9% | +8.9% | +4.8% |
| 3M | +7.3% | -10.2% | +17.5% | +11.8% |
| 6M | +21.7% | +2.7% | +19.1% | +18.1% |
| YTD | +18.8% | +4.9% | +14.0% | +13.3% |
| 1Y | +86.5% | -3.2% | +89.7% | +84.4% |
| 3Y | +269.4% | -17.0% | +286.4% | +286.6% |
| 5Y | +303.6% | -23.3% | +326.9% | +326.9% |
| All | -25.0% | +26.9% | -51.8% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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