+2,856.5%
PEG vs TAP
+825.0%
+2,031.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +0.7% | -2.3% | +3.0% | +1.1% |
| 30D | -2.4% | -2.1% | -0.3% | -2.1% |
| 3M | -4.8% | +6.6% | -11.4% | -6.1% |
| 6M | -10.7% | -11.5% | +0.8% | -9.0% |
| YTD | -6.7% | -10.3% | +3.6% | -5.4% |
| 1Y | -6.8% | -14.4% | +7.5% | -5.0% |
| 3Y | +34.5% | -28.3% | +62.8% | +40.4% |
| 5Y | +35.8% | +1.7% | +34.0% | +32.0% |
| 10Y | +141.7% | -49.2% | +191.0% | +155.5% |
| All | +2,856.5% | +825.0% | +2,031.5% | +2,080.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling