+637.6%
TEAM vs PBF
+145.8%
+491.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | +0.6% |
| 7D | -17.2% | -7.4% | -9.8% | -16.8% |
| 30D | -25.1% | -17.5% | -7.6% | -24.3% |
| 3M | +3.9% | +13.1% | -9.2% | +2.7% |
| 6M | +69.1% | +72.6% | -3.5% | +61.8% |
| YTD | -4.5% | +161.2% | -165.7% | -11.7% |
| 1Y | -1.9% | +93.3% | -95.2% | -7.5% |
| 3Y | -9.3% | +80.7% | -90.0% | -15.9% |
| 5Y | -65.2% | +396.1% | -461.2% | -69.7% |
| 10Y | +467.0% | +252.3% | +214.7% | +399.7% |
| All | +637.6% | +145.8% | +491.8% | +600.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling