+55.6%
PAAS vs TAP
+1.8%
+53.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -5.2% | -8.0% | +2.8% | -4.3% |
| 30D | -13.9% | +4.1% | -18.0% | -14.4% |
| 3M | -23.8% | -4.4% | -19.4% | -23.5% |
| 6M | -36.4% | -1.9% | -34.5% | -36.5% |
| YTD | -23.4% | -12.1% | -11.3% | -22.5% |
| 1Y | +5.6% | -12.0% | +17.7% | +6.7% |
| 3Y | +209.7% | -25.0% | +234.7% | +219.1% |
| 5Y | +55.6% | -1.1% | +56.7% | +52.3% |
| All | +55.6% | +1.8% | +53.8% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling