-76.2%
PCG vs TAP
-48.8%
-27.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -0.5% | -4.5% | +4.1% | +1.1% |
| 30D | +0.8% | +7.5% | -6.7% | -2.0% |
| 3M | -22.0% | -4.9% | -17.2% | -21.0% |
| 6M | -17.1% | -3.5% | -13.6% | -16.6% |
| YTD | -16.9% | -11.4% | -5.4% | -14.3% |
| 1Y | -19.1% | -10.8% | -8.3% | -16.9% |
| 3Y | -19.4% | -24.5% | +5.0% | -13.8% |
| 5Y | +9.0% | +2.5% | +6.6% | +1.2% |
| 10Y | -76.2% | -47.6% | -28.6% | -75.5% |
| All | -76.2% | -48.8% | -27.3% | -75.5% |
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