+934.9%
PFG vs TAP
+209.7%
+725.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | +0.7% |
| 7D | -0.6% | +0.5% | -1.2% | -1.1% |
| 30D | +2.0% | +9.1% | -7.1% | -3.2% |
| 3M | -3.2% | -3.8% | +0.6% | -2.1% |
| 6M | +10.9% | -3.4% | +14.4% | +11.2% |
| YTD | +28.8% | -10.6% | +39.5% | +33.2% |
| 1Y | +39.2% | -4.4% | +43.6% | +38.0% |
| 3Y | +75.0% | -24.4% | +99.4% | +92.0% |
| 5Y | +91.9% | +2.1% | +89.9% | +70.3% |
| 10Y | +202.3% | -48.7% | +251.1% | +270.0% |
| All | +934.9% | +209.7% | +725.2% | +605.2% |
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