-13.4%
TEVA vs PSLV
+109.5%
-122.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | +2.0% | -3.5% | +5.5% | +2.4% |
| 30D | +1.0% | -2.1% | +3.1% | +1.1% |
| 3M | +7.3% | -1.6% | +9.0% | +7.3% |
| 6M | +21.7% | -25.5% | +47.2% | +24.8% |
| YTD | +18.8% | -11.4% | +30.3% | +17.7% |
| 1Y | +86.5% | +48.6% | +37.9% | +73.9% |
| 3Y | +269.4% | +166.9% | +102.5% | +221.3% |
| 5Y | +303.6% | +152.4% | +151.2% | +250.0% |
| 10Y | -22.9% | +187.8% | -210.7% | -35.4% |
| All | -13.4% | +109.5% | -122.9% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling