-8.4%
TEAM vs PH
+142.4%
-150.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -0.4% | -3.1% | +2.6% | +0.2% |
| 30D | +67.3% | -3.2% | +70.5% | +67.9% |
| 3M | +86.8% | +10.6% | +76.2% | +79.3% |
| 6M | +146.8% | -2.1% | +149.0% | +145.5% |
| YTD | +16.9% | +10.2% | +6.7% | +8.3% |
| 1Y | +12.8% | +28.2% | -15.4% | -4.8% |
| All | -8.4% | +142.4% | -150.8% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling