+12.8%
TEAM vs PPG
+5.2%
+7.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.7% |
| 7D | -0.4% | -1.5% | +1.0% | -0.4% |
| 30D | +67.3% | -5.0% | +72.2% | +67.4% |
| 3M | +86.8% | +1.1% | +85.6% | +88.1% |
| 6M | +146.8% | -3.2% | +150.0% | +149.1% |
| YTD | +16.9% | +11.9% | +5.1% | +13.2% |
| 1Y | +12.8% | +5.3% | +7.5% | +9.9% |
| All | +12.8% | +5.2% | +7.6% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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