-6.6%
TEAM vs PR
+67.7%
-74.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -3.9% |
| 7D | -22.2% | -9.5% | -12.7% | -23.1% |
| 30D | -28.1% | -5.7% | -22.5% | -28.4% |
| 3M | -2.2% | +3.0% | -5.1% | -0.7% |
| 6M | +62.2% | +11.8% | +50.4% | +67.2% |
| YTD | -8.4% | +58.5% | -66.8% | +10.1% |
| 1Y | -6.6% | +69.9% | -76.5% | +10.2% |
| All | -6.6% | +67.7% | -74.3% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling