-53.1%
TEAM vs PSX
+370.3%
-423.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -4.7% | +1.8% | -6.5% | -5.1% |
| 30D | +17.0% | +21.6% | -4.6% | +11.8% |
| 3M | +85.9% | +46.5% | +39.4% | +69.6% |
| 6M | +116.7% | +62.0% | +54.6% | +92.2% |
| YTD | +9.6% | +106.3% | -96.7% | -9.1% |
| 1Y | -2.5% | +103.0% | -105.5% | -19.0% |
| 3Y | -14.0% | +135.5% | -149.5% | -32.2% |
| 5Y | -53.1% | +368.5% | -421.6% | -62.0% |
| All | -53.1% | +370.3% | -423.4% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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