+15.1%
TEAM vs PNR
-31.2%
+46.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -0.4% |
| 7D | -13.7% | +11.9% | -25.6% | -13.0% |
| 30D | -3.4% | +37.1% | -40.6% | -1.8% |
| 3M | +72.1% | +5.7% | +66.4% | +72.7% |
| 6M | +103.8% | -5.7% | +109.5% | +101.6% |
| YTD | +17.1% | -29.8% | +46.9% | +21.7% |
| 1Y | +15.1% | -31.8% | +46.9% | +22.4% |
| All | +15.1% | -31.2% | +46.2% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling