+151.5%
PENG vs TAP
-7.2%
+158.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.2% | -8.7% | -3.1% |
| 7D | +13.2% | +1.3% | +12.0% | +14.6% |
| 30D | -29.9% | +5.7% | -35.7% | -26.1% |
| 3M | -22.2% | -1.9% | -20.3% | -20.4% |
| 6M | -1.9% | +0.9% | -2.8% | +4.7% |
| YTD | +142.1% | -9.5% | +151.6% | +155.1% |
| 1Y | +151.5% | -9.0% | +160.5% | +164.0% |
| All | +151.5% | -7.2% | +158.7% | +164.0% |
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 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