+188.9%
PAAS vs TAP
-49.3%
+238.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +2.1% |
| 7D | +8.4% | +0.5% | +7.9% | +8.3% |
| 30D | -7.2% | +9.1% | -16.3% | -8.5% |
| 3M | -14.0% | -3.8% | -10.2% | -13.7% |
| 6M | -26.8% | -3.4% | -23.3% | -26.7% |
| YTD | -19.8% | -10.6% | -9.2% | -19.0% |
| 1Y | +22.8% | -4.4% | +27.2% | +22.5% |
| 3Y | +183.6% | -24.4% | +208.0% | +191.6% |
| 5Y | +73.8% | +2.1% | +71.7% | +68.8% |
| All | +188.9% | -49.3% | +238.2% | +280.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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