-76.0%
PCG vs TAP
-46.0%
-30.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.1% | +1.1% |
| 7D | +2.2% | +1.3% | +0.9% | +1.7% |
| 30D | +0.8% | +5.7% | -5.0% | -1.5% |
| 3M | -23.8% | -1.9% | -21.9% | -23.6% |
| 6M | -19.6% | +0.9% | -20.6% | -20.3% |
| YTD | -16.7% | -9.5% | -7.2% | -14.8% |
| 1Y | -19.4% | -9.0% | -10.4% | -17.8% |
| 3Y | -18.3% | -22.2% | +3.9% | -13.5% |
| 5Y | +10.4% | +1.2% | +9.2% | +3.1% |
| All | -76.0% | -46.0% | -30.0% | -76.0% |
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