+740.1%
TEAM vs PNR
+99.1%
+641.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.6% | -4.3% | -5.7% |
| 7D | -5.7% | -3.0% | -2.6% | -4.3% |
| 30D | +18.3% | -14.9% | +33.3% | +27.4% |
| 3M | +80.2% | -19.0% | +99.3% | +95.6% |
| 6M | +111.0% | -35.9% | +146.9% | +153.0% |
| YTD | +8.8% | -43.1% | +52.0% | +37.7% |
| 1Y | +2.2% | -46.4% | +48.5% | +33.0% |
| 3Y | -14.6% | -10.8% | -3.8% | -14.4% |
| 5Y | -53.8% | -18.9% | -34.9% | -54.1% |
| 10Y | +475.2% | +64.4% | +410.8% | +327.9% |
| All | +740.1% | +99.1% | +641.0% | +483.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling