-11.4%
TEAM vs PPL
+56.0%
-67.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.6% | -15.6% | -16.2% |
| 7D | -19.8% | +0.4% | -20.3% | -19.8% |
| 30D | -21.5% | +5.4% | -27.0% | -21.1% |
| 3M | +39.5% | +4.3% | +35.2% | +40.1% |
| 6M | +73.1% | -1.3% | +74.4% | +73.4% |
| YTD | -5.2% | +4.7% | -9.9% | -5.3% |
| 1Y | -1.6% | +1.3% | -2.8% | -1.5% |
| 3Y | -11.4% | +57.2% | -68.7% | -27.2% |
| All | -11.4% | +56.0% | -67.5% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling