-7.2%
PEG vs TAP
-9.9%
+2.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +2.6% | -4.5% | +7.1% | +2.9% |
| 30D | +3.3% | +7.5% | -4.2% | +2.9% |
| 3M | +1.1% | -4.9% | +6.0% | +1.3% |
| 6M | -1.4% | -3.5% | +2.0% | -1.6% |
| YTD | -4.6% | -11.4% | +6.8% | -5.4% |
| 1Y | -7.2% | -10.8% | +3.6% | -8.1% |
| All | -7.2% | -9.9% | +2.7% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling