+494.4%
TEAM vs PBR
+697.0%
-202.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | -5.2% | +5.4% | -10.6% | -5.7% |
| 30D | +15.8% | +22.9% | -7.1% | +13.7% |
| 3M | +101.5% | +19.6% | +81.8% | +97.8% |
| 6M | +138.2% | +16.5% | +121.7% | +134.0% |
| YTD | +10.8% | +86.7% | -75.8% | +3.6% |
| 1Y | +1.7% | +74.7% | -73.0% | -4.4% |
| 3Y | -16.0% | +102.6% | -118.6% | -22.7% |
| 5Y | -52.7% | +566.6% | -619.3% | -61.6% |
| All | +494.4% | +697.0% | -202.5% | +350.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling