+160.5%
PR vs TAP
-40.8%
+201.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.0% | -9.6% | -8.0% |
| 7D | -12.1% | +9.9% | -22.0% | -16.5% |
| 30D | +0.9% | +18.1% | -17.2% | -7.7% |
| 3M | +10.1% | +3.2% | +6.9% | +7.1% |
| 6M | +1.1% | +8.4% | -7.3% | -4.9% |
| YTD | +63.7% | -4.4% | +68.1% | +62.6% |
| 1Y | +87.0% | +3.2% | +83.8% | +77.6% |
| 3Y | +70.7% | -18.6% | +89.3% | +77.7% |
| 5Y | +246.8% | +10.1% | +236.7% | +187.3% |
| 10Y | +72.6% | -45.2% | +117.8% | +76.3% |
| All | +160.5% | -40.8% | +201.3% | +166.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling