+167.5%
PEG vs TAP
-46.0%
+213.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +0.6% |
| 7D | +4.5% | +1.3% | +3.2% | +4.2% |
| 30D | +7.5% | +5.7% | +1.8% | +5.8% |
| 3M | +0.8% | -1.9% | +2.8% | +1.0% |
| 6M | 0.0% | +0.9% | -0.9% | -0.9% |
| YTD | -3.0% | -9.5% | +6.5% | -1.7% |
| 1Y | -4.7% | -9.0% | +4.2% | -3.7% |
| 3Y | +36.5% | -22.2% | +58.7% | +41.8% |
| 5Y | +44.4% | +1.2% | +43.1% | +36.1% |
| All | +167.5% | -46.0% | +213.5% | +164.0% |
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