+197.9%
PFG vs TAP
-49.5%
+247.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.6% |
| 7D | +2.3% | -7.8% | +10.1% | +6.3% |
| 30D | +7.6% | +7.1% | +0.5% | +3.7% |
| 3M | +2.5% | -7.0% | +9.6% | +5.4% |
| 6M | +16.6% | -3.8% | +20.4% | +17.2% |
| YTD | +34.1% | -11.7% | +45.8% | +39.0% |
| 1Y | +44.1% | -10.1% | +54.2% | +47.6% |
| 3Y | +86.3% | -23.7% | +110.0% | +102.1% |
| 5Y | +101.6% | +2.9% | +98.7% | +76.4% |
| 10Y | +197.9% | -49.5% | +247.4% | +171.7% |
| All | +197.9% | -49.5% | +247.4% | +171.7% |
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