+212.2%
PAAS vs TAP
-47.8%
+260.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -5.2% | -8.0% | +2.8% | -4.1% |
| 30D | -13.9% | +4.1% | -18.0% | -14.5% |
| 3M | -23.8% | -4.4% | -19.4% | -23.5% |
| 6M | -36.4% | -1.9% | -34.5% | -36.6% |
| YTD | -23.4% | -12.1% | -11.3% | -22.4% |
| 1Y | +5.6% | -12.0% | +17.7% | +6.8% |
| 3Y | +209.7% | -25.0% | +234.7% | +218.6% |
| 5Y | +55.6% | -1.1% | +56.7% | +51.9% |
| 10Y | +212.2% | -47.6% | +259.9% | +272.5% |
| All | +212.2% | -47.8% | +260.1% | +272.5% |
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