+3.7%
PEP vs TAP
+4.4%
-0.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.0% | +0.7% | +2.6% |
| 7D | +7.4% | +9.9% | -2.6% | +3.5% |
| 30D | +13.3% | +18.1% | -4.8% | +6.4% |
| 3M | +3.5% | +3.2% | +0.3% | +1.9% |
| 6M | -5.9% | +8.4% | -14.3% | -9.0% |
| YTD | +2.3% | -4.4% | +6.7% | +2.1% |
| 1Y | +3.7% | +3.2% | +0.5% | +2.0% |
| All | +3.7% | +4.4% | -0.7% | +2.0% |
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