+6,889.2%
TEVA vs PPG
+2,583.7%
+4,305.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | +2.0% | -6.2% | +8.3% | +4.0% |
| 30D | +1.0% | -7.9% | +8.9% | +3.5% |
| 3M | +7.3% | -10.2% | +17.5% | +10.3% |
| 6M | +21.7% | +2.7% | +19.1% | +19.7% |
| YTD | +18.8% | +4.9% | +14.0% | +15.7% |
| 1Y | +86.5% | -3.2% | +89.7% | +85.8% |
| 3Y | +269.4% | -17.0% | +286.4% | +282.1% |
| 5Y | +303.6% | -23.3% | +326.9% | +322.4% |
| 10Y | -22.9% | +26.4% | -49.3% | -31.0% |
| All | +6,889.2% | +2,583.7% | +4,305.6% | +2,707.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling