+802.8%
TEAM vs PH
+1,073.1%
-270.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -0.4% | -3.1% | +2.6% | +0.6% |
| 30D | +67.3% | -3.2% | +70.5% | +68.5% |
| 3M | +86.8% | +10.6% | +76.2% | +78.5% |
| 6M | +146.8% | -2.1% | +149.0% | +142.9% |
| YTD | +16.9% | +10.2% | +6.7% | +9.3% |
| 1Y | +12.8% | +28.2% | -15.4% | -1.2% |
| 3Y | -7.3% | +134.9% | -142.2% | -35.8% |
| 5Y | -50.7% | +253.6% | -304.3% | -70.6% |
| 10Y | +529.8% | +804.7% | -274.9% | +158.9% |
| All | +802.8% | +1,073.1% | -270.3% | +229.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling