+3,981.9%
PG vs TAP
+787.1%
+3,194.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +0.1% |
| 7D | -0.4% | -2.3% | +1.9% | 0.0% |
| 30D | -0.1% | -9.4% | +9.3% | +1.5% |
| 3M | +1.1% | -0.8% | +1.9% | +1.1% |
| 6M | -3.8% | -14.7% | +10.9% | -1.3% |
| YTD | +3.8% | -13.9% | +17.8% | +6.2% |
| 1Y | -5.8% | -18.6% | +12.9% | -2.8% |
| 3Y | +3.0% | -32.0% | +35.0% | +8.8% |
| 5Y | +14.5% | -1.0% | +15.5% | +12.4% |
| 10Y | +117.8% | -51.4% | +169.1% | +132.4% |
| All | +3,981.9% | +787.1% | +3,194.8% | +2,469.8% |
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