+48.5%
PFG vs TAP
-14.5%
+63.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | +5.5% | -2.3% | +7.8% | +5.7% |
| 30D | +2.4% | -2.1% | +4.5% | +2.5% |
| 3M | +13.6% | +6.6% | +7.0% | +13.1% |
| 6M | +27.9% | -11.5% | +39.4% | +28.3% |
| YTD | +35.6% | -10.3% | +45.8% | +36.0% |
| 1Y | +48.5% | -14.4% | +62.9% | +48.1% |
| All | +48.5% | -14.5% | +63.0% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling