+42.8%
PEG vs TAP
+2.3%
+40.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +3.5% |
| 7D | +0.9% | -7.8% | +8.7% | +2.3% |
| 30D | +3.8% | +7.1% | -3.3% | +2.4% |
| 3M | +0.1% | -7.0% | +7.1% | +1.1% |
| 6M | -1.0% | -3.8% | +2.8% | -0.7% |
| YTD | -4.1% | -11.7% | +7.6% | -2.8% |
| 1Y | -6.9% | -10.1% | +3.3% | -6.0% |
| 3Y | +35.6% | -23.7% | +59.3% | +40.2% |
| 5Y | +42.8% | +2.9% | +39.9% | +36.1% |
| All | +42.8% | +2.3% | +40.5% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling