-23.8%
PFE vs TEAM
-66.4%
+42.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | -1.7% | -2.4% | +0.7% | -1.6% |
| 30D | +0.3% | -26.7% | +27.1% | +1.2% |
| 3M | +9.4% | -9.6% | +19.0% | +9.5% |
| 6M | +14.9% | +86.0% | -71.2% | +12.2% |
| YTD | +23.8% | -7.5% | +31.3% | +23.3% |
| 1Y | +19.5% | -1.4% | +20.9% | +18.7% |
| 3Y | +21.0% | -14.3% | +35.3% | +19.6% |
| All | -23.8% | -66.4% | +42.6% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEAM.
Daily Out/Under-Performance
Portfolio return minus TEAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEAM 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 TEAM 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