+460.1%
TEAM vs PR
+66.0%
+394.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +1.9% | -18.1% | -16.3% |
| 7D | -19.8% | -16.4% | -3.4% | -19.0% |
| 30D | -21.5% | -1.9% | -19.6% | -21.5% |
| 3M | +39.5% | +8.0% | +31.5% | +38.7% |
| 6M | +73.1% | +4.1% | +69.0% | +72.1% |
| YTD | -5.2% | +58.7% | -63.9% | -8.3% |
| 1Y | -1.6% | +75.8% | -77.4% | -5.5% |
| 3Y | -11.4% | +73.2% | -84.6% | -15.1% |
| 5Y | -65.1% | +230.1% | -295.2% | -67.7% |
| All | +460.1% | +66.0% | +394.0% | +519.1% |
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