+13.9%
PFGC vs TAP
-9.9%
+23.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +15.0% | -4.5% | +19.5% | +16.5% |
| 30D | +17.0% | +7.5% | +9.5% | +15.7% |
| 3M | -2.5% | -4.9% | +2.4% | -1.2% |
| 6M | +19.2% | -3.5% | +22.7% | +19.9% |
| YTD | +23.4% | -11.4% | +34.9% | +26.2% |
| 1Y | +13.9% | -10.8% | +24.7% | +16.3% |
| All | +13.9% | -9.9% | +23.8% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling