+6,827.0%
TEVA vs PTC
+5,991.9%
+835.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +1.8% |
| 7D | +1.6% | -12.8% | +14.4% | +3.3% |
| 30D | +4.0% | -9.8% | +13.7% | +5.2% |
| 3M | +10.5% | -2.1% | +12.6% | +10.4% |
| 6M | +18.4% | -18.1% | +36.5% | +20.8% |
| YTD | +17.8% | -23.5% | +41.3% | +21.0% |
| 1Y | +90.5% | -37.4% | +127.8% | +100.5% |
| 3Y | +282.1% | -7.2% | +289.3% | +279.6% |
| 5Y | +291.9% | +2.7% | +289.2% | +282.7% |
| 10Y | -24.9% | +203.4% | -228.3% | -35.7% |
| All | +6,827.0% | +5,991.9% | +835.2% | +3,188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling