+441.0%
TEAM vs PH
+737.8%
-296.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.3% |
| 7D | -22.2% | +2.1% | -24.4% | -22.9% |
| 30D | -28.1% | +0.3% | -28.4% | -28.5% |
| 3M | -2.2% | -8.8% | +6.7% | +0.1% |
| 6M | +62.2% | +10.0% | +52.2% | +54.1% |
| YTD | -8.4% | +10.5% | -18.8% | -14.9% |
| 1Y | -6.6% | +15.5% | -22.1% | -14.8% |
| 3Y | -15.7% | +136.4% | -152.1% | -42.0% |
| 5Y | -65.7% | +213.6% | -279.3% | -79.1% |
| 10Y | +441.0% | +713.9% | -273.0% | +148.1% |
| All | +441.0% | +737.8% | -296.9% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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