+710.7%
TEAM vs PR
+147.8%
+562.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.9% | +1.4% | -3.2% |
| 7D | -10.2% | -16.5% | +6.3% | -9.2% |
| 30D | -5.5% | -4.5% | -1.0% | -5.3% |
| 3M | +61.7% | +8.5% | +53.2% | +60.8% |
| 6M | +98.5% | -3.3% | +101.8% | +98.4% |
| YTD | +13.0% | +55.7% | -42.7% | +9.5% |
| 1Y | +13.5% | +82.0% | -68.5% | +8.8% |
| 3Y | +3.6% | +62.5% | -58.8% | -0.3% |
| 5Y | -58.4% | +223.9% | -282.3% | -61.4% |
| 10Y | +581.4% | +64.2% | +517.2% | +630.7% |
| All | +710.7% | +147.8% | +562.9% | +764.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling