+746.4%
TEAM vs PPG
+27.5%
+718.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.1% | +1.7% |
| 7D | -4.7% | -3.7% | -0.9% | -3.2% |
| 30D | +17.0% | -7.2% | +24.2% | +20.6% |
| 3M | +85.9% | -7.3% | +93.2% | +91.4% |
| 6M | +116.7% | +0.3% | +116.4% | +113.4% |
| YTD | +9.6% | +6.5% | +3.1% | +3.8% |
| 1Y | -2.5% | +0.5% | -3.1% | -5.3% |
| 3Y | -14.0% | -15.3% | +1.3% | -11.0% |
| 5Y | -53.1% | -22.9% | -30.2% | -50.7% |
| 10Y | +502.9% | +28.4% | +474.5% | +382.3% |
| All | +746.4% | +27.5% | +718.9% | +498.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling