+737.3%
PH vs TAP
-49.5%
+786.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.7% |
| 7D | +3.0% | -7.8% | +10.9% | +6.0% |
| 30D | -0.6% | +7.1% | -7.7% | -4.0% |
| 3M | -10.7% | -7.0% | -3.7% | -9.1% |
| 6M | +9.1% | -3.8% | +12.9% | +8.9% |
| YTD | +9.5% | -11.7% | +21.2% | +12.2% |
| 1Y | +14.0% | -10.1% | +24.1% | +15.8% |
| 3Y | +138.9% | -23.7% | +162.6% | +153.6% |
| 5Y | +209.1% | +2.9% | +206.2% | +175.1% |
| 10Y | +737.3% | -49.5% | +786.8% | +640.7% |
| All | +737.3% | -49.5% | +786.8% | +640.7% |
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 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