+253.6%
PH vs TAP
+2.2%
+251.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -3.1% | -2.3% | -0.7% | -2.5% |
| 30D | -3.2% | -2.1% | -1.1% | -2.8% |
| 3M | +10.6% | +6.6% | +4.0% | +8.3% |
| 6M | -2.1% | -11.5% | +9.4% | +0.6% |
| YTD | +10.2% | -10.3% | +20.5% | +12.3% |
| 1Y | +28.2% | -14.4% | +42.6% | +32.2% |
| 3Y | +134.9% | -28.3% | +163.2% | +152.5% |
| All | +253.6% | +2.2% | +251.5% | +212.8% |
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