-65.7%
TEAM vs PPL
+47.4%
-113.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -29.1% |
| 3M | -2.2% | +2.9% | -5.1% | -3.2% |
| 6M | +62.2% | +1.1% | +61.1% | +60.8% |
| YTD | -8.4% | +4.5% | -12.8% | -11.0% |
| 1Y | -6.6% | +0.1% | -6.7% | -7.8% |
| 3Y | -15.7% | +55.7% | -71.4% | -36.9% |
| 5Y | -65.7% | +47.6% | -113.3% | -74.2% |
| All | -65.7% | +47.4% | -113.1% | -74.2% |
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 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