+3.5%
PEP vs TEAM
-1.7%
+5.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | +1.0% | -17.2% | +18.2% | +0.8% |
| 30D | +12.6% | -25.1% | +37.7% | +12.2% |
| 3M | +3.1% | +3.9% | -0.8% | +3.1% |
| 6M | -6.3% | +69.1% | -75.4% | -6.0% |
| YTD | +1.9% | -4.5% | +6.3% | -4.9% |
| All | +3.5% | -1.7% | +5.2% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling