-65.4%
TEAM vs PH
+203.8%
-269.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.4% | +4.3% | -6.7% | -4.2% |
| 30D | -26.7% | +0.1% | -26.9% | -27.1% |
| 3M | -9.6% | -9.4% | -0.3% | -6.4% |
| 6M | +86.0% | +8.8% | +77.3% | +73.2% |
| YTD | -7.5% | +9.6% | -17.1% | -17.6% |
| 1Y | -1.4% | +14.4% | -15.8% | -14.7% |
| 3Y | -14.3% | +134.5% | -148.8% | -57.6% |
| All | -65.4% | +203.8% | -269.2% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling