+3,159.9%
PEP vs TAP
+825.0%
+2,334.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.4% | -2.3% | +0.9% | -0.9% |
| 30D | +0.2% | -2.1% | +2.4% | +0.6% |
| 3M | -1.1% | +6.6% | -7.7% | -2.5% |
| 6M | -13.5% | -11.5% | -2.0% | -11.5% |
| YTD | -1.2% | -10.3% | +9.1% | +0.7% |
| 1Y | -1.6% | -14.4% | +12.8% | +1.2% |
| 3Y | -12.5% | -28.3% | +15.8% | -7.4% |
| 5Y | +3.0% | +1.7% | +1.3% | +1.0% |
| 10Y | +73.9% | -49.2% | +123.1% | +87.1% |
| All | +3,159.9% | +825.0% | +2,334.9% | +1,853.6% |
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 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