+91.3%
PEP vs TAP
-47.7%
+138.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -0.3% | -6.3% | +6.0% | +1.7% |
| 30D | +11.8% | +2.7% | +9.1% | +10.7% |
| 3M | +3.7% | -3.7% | +7.4% | +4.6% |
| 6M | -4.3% | -2.0% | -2.3% | -4.0% |
| YTD | +2.1% | -12.3% | +14.5% | +5.6% |
| 1Y | +2.5% | -10.1% | +12.6% | +5.1% |
| 3Y | -5.0% | -25.3% | +20.2% | +1.6% |
| 5Y | +2.9% | -1.9% | +4.8% | +0.4% |
| All | +91.3% | -47.7% | +138.9% | +98.6% |
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