-58.4%
TEAM vs PR
+225.6%
-284.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.9% | +1.4% | -2.3% |
| 7D | -10.2% | -16.5% | +6.3% | -6.4% |
| 30D | -5.5% | -4.5% | -1.0% | -4.7% |
| 3M | +61.7% | +8.5% | +53.2% | +57.8% |
| 6M | +98.5% | -3.3% | +101.8% | +97.9% |
| YTD | +13.0% | +55.7% | -42.7% | -1.4% |
| 1Y | +13.5% | +82.0% | -68.5% | -5.5% |
| 3Y | +3.6% | +62.5% | -58.8% | -13.2% |
| 5Y | -58.4% | +223.9% | -282.3% | -72.9% |
| All | -58.4% | +225.6% | -284.0% | -72.9% |
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