+80.3%
PEP vs TAP
-49.5%
+129.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | +1.0% | -7.8% | +8.9% | +3.6% |
| 30D | +12.6% | +7.1% | +5.5% | +10.2% |
| 3M | +3.1% | -7.0% | +10.2% | +5.2% |
| 6M | -6.3% | -3.8% | -2.5% | -5.5% |
| YTD | +1.9% | -11.7% | +13.6% | +5.1% |
| 1Y | +3.3% | -10.1% | +13.4% | +5.9% |
| 3Y | -4.8% | -23.7% | +18.9% | +1.2% |
| 5Y | +2.0% | +2.9% | -0.9% | -1.9% |
| 10Y | +80.3% | -49.5% | +129.8% | +97.2% |
| All | +80.3% | -49.5% | +129.8% | +97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling