+740.1%
TEAM vs PBR
+1,414.4%
-674.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.5% | -10.5% | -7.2% |
| 7D | -5.7% | +2.5% | -8.1% | -5.9% |
| 30D | +18.3% | +19.4% | -1.0% | +16.6% |
| 3M | +80.2% | +20.8% | +59.4% | +76.9% |
| 6M | +111.0% | +23.5% | +87.5% | +106.3% |
| YTD | +8.8% | +83.4% | -74.6% | +2.3% |
| 1Y | +2.2% | +77.6% | -75.4% | -3.8% |
| 3Y | -14.6% | +99.9% | -114.5% | -20.8% |
| 5Y | -53.8% | +567.7% | -621.5% | -61.9% |
| 10Y | +475.2% | +621.5% | -146.3% | +348.3% |
| All | +740.1% | +1,414.4% | -674.3% | +350.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling