+96.8%
TEVA vs PSLV
+57.1%
+39.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -0.2% | -0.6% | +0.4% | -0.2% |
| 30D | +4.7% | +7.3% | -2.5% | +4.1% |
| 3M | +5.6% | -7.4% | +13.0% | +6.1% |
| 6M | +10.5% | -20.3% | +30.8% | +12.2% |
| YTD | +16.5% | -8.2% | +24.7% | +10.9% |
| 1Y | +96.8% | +57.9% | +38.8% | +83.9% |
| All | +96.8% | +57.1% | +39.6% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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