+695.9%
PH vs TAP
-46.0%
+741.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.3% | -1.2% |
| 7D | +4.3% | +1.3% | +3.1% | +3.8% |
| 30D | +0.1% | +5.7% | -5.6% | -2.7% |
| 3M | -9.4% | -1.9% | -7.5% | -9.7% |
| 6M | +8.8% | +0.9% | +7.8% | +6.5% |
| YTD | +9.6% | -9.5% | +19.1% | +11.3% |
| 1Y | +14.4% | -9.0% | +23.4% | +15.7% |
| 3Y | +134.5% | -22.2% | +156.8% | +147.3% |
| 5Y | +204.4% | +1.2% | +203.2% | +173.6% |
| All | +695.9% | -46.0% | +741.8% | +629.5% |
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