+105.7%
PCG vs TAP
+825.0%
-719.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -13.9% | -2.3% | -11.5% | -13.3% |
| 30D | -16.9% | -2.1% | -14.7% | -16.4% |
| 3M | -14.7% | +6.6% | -21.3% | -15.8% |
| 6M | -23.8% | -11.5% | -12.3% | -22.0% |
| YTD | -10.5% | -10.3% | -0.2% | -8.8% |
| 1Y | -5.1% | -14.4% | +9.3% | -2.5% |
| 3Y | -11.6% | -28.3% | +16.7% | -6.6% |
| 5Y | +59.0% | +1.7% | +57.3% | +55.1% |
| 10Y | -75.7% | -49.2% | -26.5% | -73.8% |
| All | +105.7% | +825.0% | -719.3% | +51.4% |
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