+136.0%
PENG vs TAP
-11.8%
+147.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.7% | +11.1% | +9.8% |
| 7D | +1.9% | -8.0% | +9.9% | -3.9% |
| 30D | -37.8% | +4.1% | -41.8% | -35.4% |
| 3M | -14.1% | -4.4% | -9.7% | -13.9% |
| 6M | +13.1% | -1.9% | +15.1% | +18.2% |
| YTD | +151.8% | -12.1% | +163.8% | +160.6% |
| 1Y | +136.0% | -12.0% | +148.0% | +143.8% |
| All | +136.0% | -11.8% | +147.8% | +143.8% |
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