+669.7%
PENG vs TAP
-44.6%
+714.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.2% | +6.6% | +6.5% |
| 7D | +4.5% | -2.3% | +6.9% | +5.1% |
| 30D | -7.1% | -2.1% | -5.0% | -6.7% |
| 3M | -27.3% | +6.6% | -33.9% | -29.7% |
| 6M | +169.6% | -11.5% | +181.1% | +175.3% |
| YTD | +164.6% | -10.3% | +174.9% | +168.1% |
| 1Y | +109.5% | -14.4% | +123.9% | +114.6% |
| 3Y | +98.9% | -28.3% | +127.2% | +110.6% |
| 5Y | +116.3% | +1.7% | +114.5% | +96.6% |
| All | +669.7% | -44.6% | +714.2% | +628.4% |
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