+494.4%
TEAM vs PPG
+26.9%
+467.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -5.2% | -6.2% | +1.0% | -2.7% |
| 30D | +15.8% | -7.9% | +23.7% | +19.6% |
| 3M | +101.5% | -10.2% | +111.7% | +110.0% |
| 6M | +138.2% | +2.7% | +135.5% | +132.1% |
| YTD | +10.8% | +4.9% | +5.9% | +5.7% |
| 1Y | +1.7% | -3.2% | +4.9% | +0.4% |
| 3Y | -16.0% | -17.0% | +1.0% | -12.5% |
| 5Y | -52.7% | -23.3% | -29.4% | -50.4% |
| All | +494.4% | +26.9% | +467.6% | +390.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling