+792.3%
PH vs TAP
-52.1%
+844.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.9% |
| 7D | +0.4% | -2.3% | +2.7% | +1.3% |
| 30D | -10.8% | -9.4% | -1.4% | -7.5% |
| 3M | +8.5% | -0.8% | +9.3% | +8.0% |
| 6M | +3.9% | -14.7% | +18.7% | +9.6% |
| YTD | +9.4% | -13.9% | +23.4% | +14.3% |
| 1Y | +26.8% | -18.6% | +45.4% | +34.9% |
| 3Y | +140.8% | -32.0% | +172.8% | +170.8% |
| 5Y | +253.8% | -1.0% | +254.8% | +222.5% |
| 10Y | +792.3% | -51.4% | +843.7% | +753.9% |
| All | +792.3% | -52.1% | +844.4% | +753.9% |
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