-65.4%
TEAM vs PNR
-3.8%
-61.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.7% |
| 7D | -2.4% | +0.3% | -2.7% | -2.6% |
| 30D | -26.7% | +31.7% | -58.4% | -39.1% |
| 3M | -9.6% | +2.6% | -12.3% | -11.9% |
| 6M | +86.0% | -6.4% | +92.4% | +87.1% |
| YTD | -7.5% | -33.4% | +25.9% | +17.2% |
| 1Y | -1.4% | -35.1% | +33.7% | +27.4% |
| 3Y | -14.3% | +17.1% | -31.4% | -38.7% |
| All | -65.4% | -3.8% | -61.7% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling