+82.3%
PFGC vs TAP
-22.2%
+104.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.3% |
| 7D | +3.4% | +1.3% | +2.1% | +3.1% |
| 30D | +16.9% | +5.7% | +11.2% | +15.6% |
| 3M | +6.4% | -1.9% | +8.3% | +6.8% |
| 6M | +16.0% | +0.9% | +15.1% | +15.5% |
| YTD | +23.6% | -9.5% | +33.1% | +25.7% |
| 1Y | +16.6% | -9.0% | +25.6% | +18.3% |
| 3Y | +82.3% | -22.2% | +104.5% | +80.9% |
| All | +82.3% | -22.2% | +104.4% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling