+76.6%
PEP vs TEAM
+476.5%
-400.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.5% | +0.8% |
| 7D | +0.1% | -5.7% | +5.8% | +0.3% |
| 30D | +0.7% | +18.3% | -17.7% | 0.0% |
| 3M | -0.5% | +80.2% | -80.8% | -3.0% |
| 6M | -11.3% | +111.0% | -122.3% | -14.3% |
| YTD | -0.6% | +8.8% | -9.4% | -1.4% |
| 1Y | +1.7% | +2.2% | -0.5% | +1.0% |
| 3Y | -12.5% | -14.6% | +2.1% | -13.6% |
| 5Y | +3.9% | -53.8% | +57.7% | +4.1% |
| 10Y | +76.6% | +475.2% | -398.6% | +56.2% |
| All | +76.6% | +476.5% | -400.0% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEAM.
Daily Out/Under-Performance
Portfolio return minus TEAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEAM 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 10y: compounded portfolio wealth divided by compounded TEAM 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…
10y analysis · Full analysis span regression · 6 months rolling