+240.3%
PFG vs TAP
-52.1%
+292.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +0.6% |
| 7D | +6.0% | -2.3% | +8.3% | +7.2% |
| 30D | +2.2% | -9.4% | +11.6% | +6.9% |
| 3M | +10.4% | -0.8% | +11.2% | +9.9% |
| 6M | +27.8% | -14.7% | +42.5% | +36.4% |
| YTD | +33.6% | -13.9% | +47.6% | +41.0% |
| 1Y | +49.3% | -18.6% | +67.9% | +61.0% |
| 3Y | +69.7% | -32.0% | +101.7% | +96.3% |
| 5Y | +111.3% | -1.0% | +112.3% | +89.8% |
| 10Y | +240.3% | -51.4% | +291.6% | +230.5% |
| All | +240.3% | -52.1% | +292.4% | +230.5% |
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