+12.8%
PH vs TAP
-13.1%
+25.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.6% |
| 7D | +7.4% | -6.3% | +13.7% | +7.0% |
| 30D | +0.5% | +2.7% | -2.2% | +0.4% |
| 3M | -10.2% | -3.7% | -6.5% | -10.1% |
| 6M | +8.9% | -2.0% | +10.9% | +9.0% |
| YTD | +9.7% | -12.3% | +22.0% | +9.5% |
| 1Y | +12.8% | -10.1% | +22.9% | +11.5% |
| All | +12.8% | -13.1% | +25.9% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling