+802.8%
TEAM vs PBF
+162.7%
+640.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.5% |
| 7D | -0.4% | +4.3% | -4.7% | -0.7% |
| 30D | +67.3% | +22.0% | +45.3% | +65.0% |
| 3M | +86.8% | +74.5% | +12.3% | +79.1% |
| 6M | +146.8% | +67.7% | +79.1% | +136.6% |
| YTD | +16.9% | +179.2% | -162.3% | +7.9% |
| 1Y | +12.8% | +170.0% | -157.2% | +3.9% |
| 3Y | -7.3% | +66.4% | -73.7% | -13.5% |
| 5Y | -50.7% | +764.5% | -815.2% | -58.4% |
| 10Y | +529.8% | +358.5% | +171.3% | +428.0% |
| All | +802.8% | +162.7% | +640.1% | +755.5% |
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