+116.1%
PG vs TAP
-49.9%
+166.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.3% |
| 7D | -0.8% | -3.9% | +3.1% | +0.2% |
| 30D | +0.8% | -5.3% | +6.1% | +2.1% |
| 3M | -1.3% | -3.8% | +2.4% | -0.6% |
| 6M | -3.8% | -11.4% | +7.5% | -1.3% |
| YTD | +3.6% | -13.7% | +17.4% | +6.9% |
| 1Y | -5.7% | -17.2% | +11.5% | -2.0% |
| 3Y | +1.6% | -33.1% | +34.6% | +10.0% |
| 5Y | +14.6% | +0.8% | +13.8% | +10.1% |
| All | +116.1% | -49.9% | +166.0% | +130.3% |
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