+454.5%
TEAM vs PR
+72.8%
+381.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +2.4% |
| 7D | -19.7% | -0.5% | -19.2% | -19.7% |
| 30D | -26.6% | -4.6% | -22.0% | -26.5% |
| 3M | -1.1% | +4.7% | -5.8% | -1.4% |
| 6M | +74.6% | +12.4% | +62.1% | +72.9% |
| YTD | -6.0% | +62.9% | -68.8% | -9.2% |
| 1Y | -3.2% | +70.6% | -73.8% | -6.9% |
| 3Y | -13.5% | +90.0% | -103.5% | -17.5% |
| 5Y | -65.5% | +255.5% | -321.0% | -68.1% |
| 10Y | +454.5% | +78.7% | +375.8% | +528.0% |
| All | +454.5% | +72.8% | +381.7% | +528.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling