+196.7%
PH vs TAP
+2.0%
+194.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.5% | +7.4% | +3.8% |
| 7D | +2.0% | +0.5% | +1.5% | +1.7% |
| 30D | -3.7% | +9.1% | -12.8% | -6.0% |
| 3M | -14.0% | -3.8% | -10.2% | -13.7% |
| 6M | +2.1% | -3.4% | +5.6% | +2.1% |
| YTD | +5.1% | -10.6% | +15.7% | +6.7% |
| 1Y | +10.9% | -4.4% | +15.3% | +10.3% |
| 3Y | +132.9% | -24.4% | +157.3% | +144.8% |
| All | +196.7% | +2.0% | +194.7% | +162.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling