+112.7%
PFGC vs TAP
+2.2%
+110.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -2.2% | -2.3% | +0.1% | -1.5% |
| 30D | -11.9% | -2.1% | -9.8% | -11.4% |
| 3M | +5.0% | +6.6% | -1.6% | +2.5% |
| 6M | +8.6% | -11.5% | +20.1% | +12.6% |
| YTD | +9.7% | -10.3% | +19.9% | +12.7% |
| 1Y | -6.3% | -14.4% | +8.1% | -2.3% |
| 3Y | +58.2% | -28.3% | +86.5% | +73.1% |
| All | +112.7% | +2.2% | +110.5% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling