+80.3%
PEP vs TEAM
+495.8%
-415.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | +1.0% | -17.2% | +18.2% | +1.6% |
| 30D | +12.6% | -25.1% | +37.7% | +13.6% |
| 3M | +3.1% | +3.9% | -0.8% | +2.7% |
| 6M | -6.3% | +69.1% | -75.4% | -8.6% |
| YTD | +1.9% | -4.5% | +6.3% | +1.3% |
| 1Y | +3.3% | -1.9% | +5.1% | +2.6% |
| 3Y | -4.8% | -9.3% | +4.5% | -6.8% |
| 5Y | +2.0% | -65.2% | +67.2% | +3.9% |
| 10Y | +80.3% | +467.0% | -386.7% | +63.9% |
| All | +80.3% | +495.8% | -415.4% | +63.9% |
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