+553.0%
PBR vs TAP
+0.4%
+552.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.1% | +7.6% | +4.3% |
| 7D | +2.5% | -2.3% | +4.8% | +2.9% |
| 30D | +19.4% | -9.4% | +28.8% | +21.5% |
| 3M | +20.8% | -0.8% | +21.6% | +20.3% |
| 6M | +23.5% | -14.7% | +38.2% | +27.0% |
| YTD | +83.4% | -13.9% | +97.3% | +87.4% |
| 1Y | +77.6% | -18.6% | +96.2% | +83.6% |
| 3Y | +99.9% | -32.0% | +131.9% | +114.6% |
| All | +553.0% | +0.4% | +552.6% | +489.8% |
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