-65.8%
TEAM vs PR
+269.8%
-335.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.6% |
| 7D | -16.9% | +6.7% | -23.6% | -18.3% |
| 30D | -26.8% | -6.1% | -20.7% | -25.9% |
| 3M | -1.9% | +6.9% | -8.8% | -3.9% |
| 6M | +79.2% | +14.6% | +64.6% | +71.2% |
| YTD | -6.1% | +66.1% | -72.2% | -19.4% |
| 1Y | -2.1% | +77.0% | -79.1% | -17.6% |
| 3Y | -13.6% | +93.8% | -107.5% | -30.6% |
| 5Y | -65.8% | +268.2% | -334.0% | -77.9% |
| All | -65.8% | +269.8% | -335.6% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling