+113.2%
PFG vs TAP
+2.2%
+111.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | +5.5% | -2.3% | +7.8% | +6.3% |
| 30D | +2.4% | -2.1% | +4.5% | +2.9% |
| 3M | +13.6% | +6.6% | +7.0% | +10.8% |
| 6M | +27.9% | -11.5% | +39.4% | +32.2% |
| YTD | +35.6% | -10.3% | +45.8% | +38.8% |
| 1Y | +48.5% | -14.4% | +62.9% | +54.1% |
| 3Y | +66.9% | -28.3% | +95.2% | +82.7% |
| All | +113.2% | +2.2% | +111.0% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling