-50.3%
TEAM vs PPL
+39.5%
-89.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -0.4% | +2.7% | -3.1% | -1.2% |
| 30D | +67.3% | +0.5% | +66.8% | +67.2% |
| 3M | +86.8% | +0.7% | +86.1% | +86.0% |
| 6M | +146.8% | -7.6% | +154.4% | +151.5% |
| YTD | +16.9% | +1.8% | +15.1% | +14.7% |
| 1Y | +12.8% | -0.8% | +13.5% | +11.6% |
| 3Y | -7.3% | +56.9% | -64.1% | -30.4% |
| All | -50.3% | +39.5% | -89.9% | -61.8% |
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