+148.7%
PEG vs TAP
-51.4%
+200.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -0.1% | -5.1% | +5.0% | +1.2% |
| 30D | -1.7% | -8.4% | +6.7% | +0.4% |
| 3M | -6.8% | -3.9% | -2.9% | -6.1% |
| 6M | -11.4% | -14.4% | +3.0% | -8.2% |
| YTD | -7.2% | -14.7% | +7.5% | -4.2% |
| 1Y | -6.1% | -18.7% | +12.5% | -2.1% |
| 3Y | +31.8% | -32.6% | +64.4% | +42.8% |
| 5Y | +35.6% | -1.4% | +37.0% | +28.6% |
| 10Y | +148.7% | -50.4% | +199.1% | +157.1% |
| All | +148.7% | -51.4% | +200.1% | +157.1% |
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