+100.5%
PEP vs TEAM
+772.8%
-672.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.3% |
| 7D | +6.7% | -10.2% | +16.9% | +7.0% |
| 30D | +13.5% | -5.5% | +19.0% | +13.7% |
| 3M | +3.9% | +61.7% | -57.8% | +2.0% |
| 6M | -6.0% | +98.5% | -104.5% | -8.6% |
| YTD | +2.5% | +13.0% | -10.6% | +1.4% |
| 1Y | +3.9% | +13.5% | -9.6% | +2.9% |
| 3Y | -4.7% | +3.6% | -8.3% | -6.7% |
| 5Y | +1.1% | -58.4% | +59.5% | +1.7% |
| 10Y | +83.8% | +581.4% | -497.5% | +65.6% |
| All | +100.5% | +772.8% | -672.3% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling