+298.1%
PFGC vs TAP
-51.4%
+349.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | -3.7% | -5.1% | +1.4% | -1.5% |
| 30D | -16.0% | -8.4% | -7.5% | -12.8% |
| 3M | -4.1% | -3.9% | -0.2% | -2.9% |
| 6M | +8.7% | -14.4% | +23.1% | +15.3% |
| YTD | +6.4% | -14.7% | +21.1% | +12.5% |
| 1Y | -8.4% | -18.7% | +10.3% | -1.4% |
| 3Y | +61.8% | -32.6% | +94.4% | +85.2% |
| 5Y | +108.7% | -1.4% | +110.1% | +91.9% |
| 10Y | +298.1% | -50.4% | +348.5% | +314.1% |
| All | +298.1% | -51.4% | +349.5% | +314.1% |
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