+33.5%
PEG vs TAP
-31.5%
+65.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.2% |
| 7D | +1.0% | -2.3% | +3.3% | +1.3% |
| 30D | -1.9% | -9.4% | +7.5% | -0.9% |
| 3M | -3.7% | -0.8% | -2.9% | -3.7% |
| 6M | -9.4% | -14.7% | +5.3% | -8.1% |
| YTD | -6.0% | -13.9% | +7.9% | -5.0% |
| 1Y | -4.4% | -18.6% | +14.3% | -2.6% |
| 3Y | +33.5% | -32.0% | +65.5% | +37.6% |
| All | +33.5% | -31.5% | +65.0% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling