+652.3%
PBR vs TAP
-50.5%
+702.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | +0.3% | -5.1% | +5.4% | +2.6% |
| 30D | +17.5% | -8.4% | +26.0% | +21.8% |
| 3M | +20.9% | -3.9% | +24.8% | +21.7% |
| 6M | +20.2% | -14.4% | +34.6% | +27.2% |
| YTD | +84.3% | -14.7% | +99.0% | +93.7% |
| 1Y | +77.1% | -18.7% | +95.8% | +89.6% |
| 3Y | +100.8% | -32.6% | +133.5% | +129.7% |
| 5Y | +556.1% | -1.4% | +557.5% | +474.1% |
| All | +652.3% | -50.5% | +702.8% | +748.0% |
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