+563.8%
PENG vs TAP
-45.3%
+609.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -16.1% | -4.5% | -11.6% | -15.3% |
| 30D | -41.5% | +7.5% | -49.0% | -43.0% |
| 3M | -19.1% | -4.9% | -14.2% | -19.1% |
| 6M | +0.9% | -3.5% | +4.4% | -0.6% |
| YTD | +128.2% | -11.4% | +139.6% | +129.6% |
| 1Y | +98.6% | -10.8% | +109.4% | +98.9% |
| 3Y | +188.2% | -24.5% | +212.7% | +196.7% |
| 5Y | +55.5% | +2.5% | +53.1% | +39.5% |
| All | +563.8% | -45.3% | +609.1% | +523.7% |
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