+3,280.3%
PEP vs TAP
+864.5%
+2,415.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.6% |
| 7D | +6.7% | +7.7% | -1.0% | +5.0% |
| 30D | +13.5% | +14.4% | -0.9% | +10.4% |
| 3M | +3.9% | +2.0% | +1.9% | +3.4% |
| 6M | -6.0% | +2.5% | -8.5% | -6.6% |
| YTD | +2.5% | -6.4% | +8.9% | +3.5% |
| 1Y | +3.9% | -2.3% | +6.3% | +4.0% |
| 3Y | -4.7% | -20.3% | +15.7% | -1.3% |
| 5Y | +1.1% | +6.9% | -5.8% | -1.9% |
| 10Y | +83.8% | -46.3% | +130.2% | +95.6% |
| All | +3,280.3% | +864.5% | +2,415.7% | +1,906.7% |
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