-16.1%
TEAM vs PPG
-17.7%
+1.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.7% |
| 7D | -7.8% | -5.1% | -2.6% | -6.2% |
| 30D | +16.5% | -9.6% | +26.1% | +20.3% |
| 3M | +96.2% | -6.4% | +102.6% | +100.2% |
| 6M | +130.2% | +0.5% | +129.7% | +127.7% |
| YTD | +10.7% | +4.4% | +6.3% | +5.3% |
| 1Y | +3.0% | -0.9% | +3.9% | +0.6% |
| All | -16.1% | -17.7% | +1.6% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling