+1,573.8%
PBR vs TAP
+127.9%
+1,445.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +8.6% | -2.3% | +10.9% | +9.7% |
| 30D | +12.8% | -2.1% | +14.9% | +13.5% |
| 3M | +14.7% | +6.6% | +8.1% | +10.0% |
| 6M | +25.2% | -11.5% | +36.7% | +30.7% |
| YTD | +77.1% | -10.3% | +87.4% | +82.4% |
| 1Y | +69.6% | -14.4% | +84.0% | +77.7% |
| 3Y | +95.6% | -28.3% | +123.9% | +117.3% |
| 5Y | +501.8% | +1.7% | +500.0% | +435.9% |
| 10Y | +640.6% | -49.2% | +689.8% | +794.0% |
| All | +1,573.8% | +127.9% | +1,445.8% | +1,017.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling