+566.9%
PBR vs TAP
-47.7%
+614.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -3.7% | -6.3% | +2.6% | -1.0% |
| 30D | -29.0% | +2.7% | -31.7% | -30.2% |
| 3M | +4.9% | -3.7% | +8.6% | +5.6% |
| 6M | -8.4% | -2.0% | -6.4% | -9.2% |
| YTD | +59.4% | -12.3% | +71.7% | +64.3% |
| 1Y | +45.5% | -10.1% | +55.6% | +47.8% |
| 3Y | +67.4% | -25.3% | +92.7% | +80.5% |
| 5Y | +453.0% | -1.9% | +454.9% | +387.3% |
| All | +566.9% | -47.7% | +614.6% | +548.5% |
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