+637.6%
TEAM vs PH
+1,065.7%
-428.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | -0.5% |
| 7D | -17.2% | +3.0% | -20.2% | -18.2% |
| 30D | -25.1% | -0.6% | -24.5% | -25.2% |
| 3M | +3.9% | -10.7% | +14.7% | +7.1% |
| 6M | +69.1% | +9.1% | +60.0% | +61.1% |
| YTD | -4.5% | +9.5% | -14.0% | -11.0% |
| 1Y | -1.9% | +14.0% | -15.9% | -10.1% |
| 3Y | -9.3% | +138.9% | -148.2% | -37.8% |
| 5Y | -65.2% | +209.1% | -274.3% | -78.6% |
| 10Y | +467.0% | +737.3% | -270.3% | +138.6% |
| All | +637.6% | +1,065.7% | -428.1% | +168.8% |
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