+441.0%
TEAM vs PPL
+65.3%
+375.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.1% | -4.1% |
| 7D | -22.2% | 0.0% | -22.2% | -22.2% |
| 30D | -28.1% | +4.3% | -32.4% | -28.7% |
| 3M | -2.2% | +2.9% | -5.1% | -2.8% |
| 6M | +62.2% | +1.1% | +61.1% | +61.4% |
| YTD | -8.4% | +4.5% | -12.8% | -9.6% |
| 1Y | -6.6% | +0.1% | -6.7% | -7.2% |
| 3Y | -15.7% | +55.7% | -71.4% | -24.5% |
| 5Y | -65.7% | +47.6% | -113.3% | -68.9% |
| 10Y | +441.0% | +66.8% | +374.1% | +389.6% |
| All | +441.0% | +65.3% | +375.6% | +389.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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