+15.1%
TEAM vs PBR
+74.7%
-59.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.4% | -1.9% |
| 7D | -13.7% | -11.0% | -2.8% | -15.6% |
| 30D | -3.4% | -18.8% | +15.3% | -6.8% |
| 3M | +72.1% | +7.8% | +64.3% | +82.5% |
| 6M | +103.8% | -7.6% | +111.4% | +110.2% |
| YTD | +17.1% | +72.7% | -55.5% | +40.6% |
| 1Y | +15.1% | +72.9% | -57.9% | +36.3% |
| All | +15.1% | +74.7% | -59.6% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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