+988.7%
PFG vs TAP
+211.0%
+777.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | +5.5% | -2.3% | +7.8% | +6.8% |
| 30D | +2.4% | -2.1% | +4.5% | +3.3% |
| 3M | +13.6% | +6.6% | +7.0% | +8.7% |
| 6M | +27.9% | -11.5% | +39.4% | +34.7% |
| YTD | +35.6% | -10.3% | +45.8% | +40.7% |
| 1Y | +48.5% | -14.4% | +62.9% | +56.8% |
| 3Y | +66.9% | -28.3% | +95.2% | +89.3% |
| 5Y | +111.0% | +1.7% | +109.2% | +88.6% |
| 10Y | +244.5% | -49.2% | +293.7% | +326.1% |
| All | +988.7% | +211.0% | +777.7% | +645.0% |
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