-9.3%
TEAM vs PBF
+74.2%
-83.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | +0.5% |
| 7D | -17.2% | -7.4% | -9.8% | -16.7% |
| 30D | -25.1% | -17.5% | -7.6% | -24.0% |
| 3M | +3.9% | +13.1% | -9.2% | +2.0% |
| 6M | +69.1% | +72.6% | -3.5% | +57.2% |
| YTD | -4.5% | +161.2% | -165.7% | -16.8% |
| 1Y | -1.9% | +93.3% | -95.2% | -10.6% |
| 3Y | -9.3% | +80.7% | -90.0% | -22.6% |
| All | -9.3% | +74.2% | -83.5% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling