-65.4%
TEAM vs PPL
+47.4%
-112.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.9% |
| 7D | -2.4% | -0.4% | -2.0% | -2.3% |
| 30D | -26.7% | +2.6% | -29.4% | -27.4% |
| 3M | -9.6% | +0.8% | -10.4% | -10.0% |
| 6M | +86.0% | +1.4% | +84.6% | +84.2% |
| YTD | -7.5% | +4.3% | -11.8% | -10.1% |
| 1Y | -1.4% | +0.8% | -2.1% | -2.9% |
| 3Y | -14.3% | +57.9% | -72.2% | -36.6% |
| All | -65.4% | +47.4% | -112.8% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling