-1.4%
TEAM vs PBF
+90.5%
-91.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -2.4% | +6.5% | -8.9% | -2.4% |
| 30D | -26.7% | -20.0% | -6.7% | -27.0% |
| 3M | -9.6% | -3.3% | -6.3% | -9.6% |
| 6M | +86.0% | +76.8% | +9.2% | +84.0% |
| YTD | -7.5% | +168.9% | -176.4% | -2.6% |
| 1Y | -1.4% | +96.4% | -97.7% | +10.7% |
| All | -1.4% | +90.5% | -91.8% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling