+619.0%
PENG vs TAP
-41.0%
+659.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.0% | -12.1% | -9.7% |
| 7D | -20.5% | +9.9% | -30.4% | -22.5% |
| 30D | -20.4% | +18.1% | -38.5% | -24.1% |
| 3M | -16.4% | +3.2% | -19.6% | -17.8% |
| 6M | +49.2% | +8.4% | +40.8% | +42.9% |
| YTD | +147.2% | -4.4% | +151.6% | +144.7% |
| 1Y | +124.7% | +3.2% | +121.4% | +116.4% |
| 3Y | +230.3% | -18.6% | +248.8% | +234.9% |
| 5Y | +71.4% | +10.1% | +61.3% | +51.5% |
| All | +619.0% | -41.0% | +659.9% | +564.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling