+299.2%
TEVA vs PTC
+4.1%
+295.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.6% |
| 7D | +2.0% | -7.3% | +9.3% | +4.0% |
| 30D | +1.0% | -11.6% | +12.6% | +4.0% |
| 3M | +7.3% | +10.5% | -3.1% | +3.7% |
| 6M | +21.7% | -17.8% | +39.5% | +27.3% |
| YTD | +18.8% | -24.9% | +43.8% | +27.4% |
| 1Y | +86.5% | -36.8% | +123.3% | +110.9% |
| 3Y | +269.4% | -8.7% | +278.1% | +243.5% |
| All | +299.2% | +4.1% | +295.1% | +232.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling