-6.6%
TEAM vs PH
+14.9%
-21.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -3.4% |
| 7D | -22.2% | +2.1% | -24.4% | -20.5% |
| 30D | -28.1% | +0.3% | -28.4% | -27.6% |
| 3M | -2.2% | -8.8% | +6.7% | -9.8% |
| 6M | +62.2% | +10.0% | +52.2% | +83.3% |
| YTD | -8.4% | +10.5% | -18.8% | -1.4% |
| 1Y | -6.6% | +15.5% | -22.1% | -1.7% |
| All | -6.6% | +14.9% | -21.5% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling