-76.7%
PCG vs TAP
-49.5%
-27.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | -1.1% | -7.8% | +6.8% | +1.6% |
| 30D | +0.1% | +7.1% | -7.0% | -2.6% |
| 3M | -24.4% | -7.0% | -17.4% | -22.8% |
| 6M | -17.7% | -3.8% | -13.9% | -17.1% |
| YTD | -17.4% | -11.7% | -5.7% | -14.8% |
| 1Y | -19.4% | -10.1% | -9.3% | -17.5% |
| 3Y | -18.6% | -23.7% | +5.1% | -13.2% |
| 5Y | +10.2% | +2.9% | +7.3% | +2.1% |
| 10Y | -76.7% | -49.5% | -27.2% | -75.5% |
| All | -76.7% | -49.5% | -27.2% | -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