+28.3%
PENG vs TAP
+6.9%
+21.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -2.1% | -20.9% | -23.0% |
| 7D | -36.7% | +7.7% | -44.4% | -36.7% |
| 30D | -42.0% | +14.4% | -56.4% | -42.3% |
| 3M | -33.2% | +2.0% | -35.2% | -33.0% |
| 6M | +2.1% | +2.5% | -0.4% | +2.1% |
| YTD | +90.3% | -6.4% | +96.7% | +93.0% |
| 1Y | +67.7% | -2.3% | +70.0% | +68.2% |
| 3Y | +154.2% | -20.3% | +174.5% | +162.1% |
| 5Y | +28.3% | +6.9% | +21.4% | +19.5% |
| All | +28.3% | +6.9% | +21.4% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling