-50.3%
TEAM vs PH
+254.3%
-304.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -0.4% | -3.1% | +2.6% | +0.9% |
| 30D | +67.3% | -3.2% | +70.5% | +68.7% |
| 3M | +86.8% | +10.6% | +76.2% | +74.8% |
| 6M | +146.8% | -2.1% | +149.0% | +141.5% |
| YTD | +16.9% | +10.2% | +6.7% | +5.1% |
| 1Y | +12.8% | +28.2% | -15.4% | -9.0% |
| 3Y | -7.3% | +134.9% | -142.2% | -52.0% |
| All | -50.3% | +254.3% | -304.6% | -81.7% |
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 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