-3.4%
PEP vs TEAM
-13.9%
+10.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.2% |
| 7D | +2.9% | -2.4% | +5.3% | +2.9% |
| 30D | +12.5% | -26.7% | +39.2% | +12.1% |
| 3M | +4.5% | -9.6% | +14.2% | +4.4% |
| 6M | -0.5% | +86.0% | -86.5% | +0.4% |
| YTD | +4.4% | -7.5% | +11.9% | +4.3% |
| 1Y | +4.4% | -1.4% | +5.7% | +4.3% |
| 3Y | -3.4% | -14.3% | +10.9% | -4.0% |
| All | -3.4% | -13.9% | +10.5% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling