+93.6%
PENG vs TAP
-6.0%
+99.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -4.5% | +16.9% | +9.3% |
| 7D | -19.4% | +0.5% | -20.0% | -18.5% |
| 30D | -42.4% | +9.1% | -51.5% | -38.7% |
| 3M | -25.6% | -3.8% | -21.9% | -25.1% |
| 6M | +7.3% | -3.4% | +10.7% | +13.3% |
| YTD | +113.9% | -10.6% | +124.5% | +123.4% |
| 1Y | +93.6% | -4.4% | +98.0% | +104.3% |
| All | +93.6% | -6.0% | +99.5% | +104.3% |
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