+12.8%
TEAM vs PBR
+70.4%
-57.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -3.2% |
| 7D | -0.4% | +8.6% | -9.0% | +2.2% |
| 30D | +67.3% | +12.8% | +54.5% | +74.0% |
| 3M | +86.8% | +14.7% | +72.1% | +94.9% |
| 6M | +146.8% | +25.2% | +121.6% | +165.9% |
| YTD | +16.9% | +77.1% | -60.2% | +35.1% |
| 1Y | +12.8% | +69.6% | -56.8% | +28.7% |
| All | +12.8% | +70.4% | -57.6% | +28.7% |
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