+186.4%
PAAS vs TAP
-49.5%
+235.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.1% |
| 7D | +8.8% | -7.8% | +16.7% | +10.1% |
| 30D | -8.5% | +7.1% | -15.6% | -9.5% |
| 3M | -17.0% | -7.0% | -10.0% | -16.3% |
| 6M | -27.9% | -3.8% | -24.1% | -27.8% |
| YTD | -17.5% | -11.7% | -5.8% | -16.5% |
| 1Y | +22.8% | -10.1% | +32.9% | +23.7% |
| 3Y | +224.2% | -23.7% | +247.9% | +232.7% |
| 5Y | +73.6% | +2.9% | +70.7% | +68.3% |
| 10Y | +186.4% | -49.5% | +235.8% | +271.5% |
| All | +186.4% | -49.5% | +235.9% | +271.5% |
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