+162.8%
PEG vs TAP
-48.8%
+211.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +2.6% | -4.5% | +7.1% | +3.7% |
| 30D | +3.3% | +7.5% | -4.2% | +1.2% |
| 3M | +1.1% | -4.9% | +6.0% | +2.0% |
| 6M | -1.4% | -3.5% | +2.0% | -1.2% |
| YTD | -4.6% | -11.4% | +6.8% | -2.7% |
| 1Y | -7.2% | -10.8% | +3.6% | -5.7% |
| 3Y | +33.7% | -24.5% | +58.2% | +40.0% |
| 5Y | +40.8% | +2.5% | +38.4% | +32.1% |
| 10Y | +162.8% | -47.6% | +210.4% | +166.0% |
| All | +162.8% | -48.8% | +211.7% | +166.0% |
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