+625.2%
TEAM vs PBF
+150.8%
+474.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.2% |
| 7D | -16.9% | +3.8% | -20.7% | -17.1% |
| 30D | -26.8% | -22.2% | -4.6% | -25.7% |
| 3M | -1.9% | +1.3% | -3.2% | -2.3% |
| 6M | +79.2% | +69.0% | +10.2% | +71.7% |
| YTD | -6.1% | +166.5% | -172.6% | -13.3% |
| 1Y | -2.1% | +88.1% | -90.1% | -7.5% |
| 3Y | -13.6% | +77.9% | -91.6% | -19.8% |
| 5Y | -65.8% | +413.0% | -478.8% | -70.3% |
| 10Y | +454.0% | +261.4% | +192.6% | +387.1% |
| All | +625.2% | +150.8% | +474.4% | +587.4% |
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