-65.4%
TEAM vs PR
+273.3%
-338.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.8% |
| 7D | -2.4% | +6.0% | -8.4% | -3.7% |
| 30D | -26.7% | -4.2% | -22.5% | -26.2% |
| 3M | -9.6% | +10.0% | -19.6% | -12.1% |
| 6M | +86.0% | +15.6% | +70.4% | +77.4% |
| YTD | -7.5% | +68.2% | -75.7% | -20.9% |
| 1Y | -1.4% | +79.2% | -80.6% | -17.3% |
| 3Y | -14.3% | +94.9% | -109.2% | -31.3% |
| All | -65.4% | +273.3% | -338.7% | -77.6% |
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