-7.8%
PFGC vs TAP
-19.0%
+11.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.0% |
| 7D | -2.4% | -2.3% | -0.1% | -1.9% |
| 30D | -15.8% | -9.4% | -6.4% | -14.0% |
| 3M | -0.6% | -0.8% | +0.2% | -0.4% |
| 6M | +10.7% | -14.7% | +25.4% | +13.4% |
| YTD | +7.6% | -13.9% | +21.6% | +10.3% |
| 1Y | -7.8% | -18.6% | +10.8% | -5.5% |
| All | -7.8% | -19.0% | +11.1% | -5.5% |
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