-50.3%
TEAM vs PR
+433.6%
-484.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.3% |
| 7D | -0.4% | +2.9% | -3.3% | -1.1% |
| 30D | +67.3% | +18.0% | +49.3% | +61.1% |
| 3M | +86.8% | +16.9% | +69.9% | +79.1% |
| 6M | +146.8% | +28.2% | +118.6% | +130.8% |
| YTD | +16.9% | +69.3% | -52.4% | +1.5% |
| 1Y | +12.8% | +69.5% | -56.7% | -2.6% |
| 3Y | -7.3% | +81.7% | -89.0% | -22.9% |
| All | -50.3% | +433.6% | -484.0% | -63.9% |
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