-25.0%
TEVA vs PTC
+205.0%
-229.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.5% |
| 7D | +2.0% | -7.3% | +9.3% | +4.4% |
| 30D | +1.0% | -11.6% | +12.6% | +4.7% |
| 3M | +7.3% | +10.5% | -3.1% | +2.9% |
| 6M | +21.7% | -17.8% | +39.5% | +28.0% |
| YTD | +18.8% | -24.9% | +43.8% | +28.4% |
| 1Y | +86.5% | -36.8% | +123.3% | +113.6% |
| 3Y | +269.4% | -8.7% | +278.1% | +254.7% |
| 5Y | +303.6% | +4.1% | +299.5% | +259.0% |
| All | -25.0% | +205.0% | -229.9% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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