+234.7%
PM vs TAP
-49.5%
+284.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.0% |
| 7D | -7.3% | -7.8% | +0.5% | -5.0% |
| 30D | -4.0% | +7.1% | -11.1% | -6.2% |
| 3M | +2.7% | -7.0% | +9.8% | +4.7% |
| 6M | +14.9% | -3.8% | +18.7% | +15.6% |
| YTD | +23.5% | -11.7% | +35.2% | +26.9% |
| 1Y | +30.4% | -10.1% | +40.5% | +33.0% |
| 3Y | +143.2% | -23.7% | +166.9% | +156.4% |
| 5Y | +159.5% | +2.9% | +156.6% | +141.1% |
| 10Y | +234.7% | -49.5% | +284.1% | +261.2% |
| All | +234.7% | -49.5% | +284.2% | +261.2% |
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