+93.4%
PEP vs TEAM
+802.8%
-709.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | -0.6% |
| 7D | -1.4% | -0.4% | -1.0% | -1.4% |
| 30D | +0.2% | +67.3% | -67.1% | -1.7% |
| 3M | -1.1% | +86.8% | -87.9% | -3.5% |
| 6M | -13.5% | +146.8% | -160.3% | -16.6% |
| YTD | -1.2% | +16.9% | -18.1% | -2.2% |
| 1Y | -1.6% | +12.8% | -14.3% | -2.5% |
| 3Y | -12.5% | -7.3% | -5.2% | -13.8% |
| 5Y | +3.0% | -50.7% | +53.7% | +2.7% |
| 10Y | +73.9% | +529.8% | -455.9% | +56.9% |
| All | +93.4% | +802.8% | -709.4% | +74.0% |
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 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