+419.1%
PFGC vs TAP
-35.2%
+454.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -2.2% | -2.3% | +0.1% | -1.3% |
| 30D | -11.9% | -2.1% | -9.8% | -11.2% |
| 3M | +5.0% | +6.6% | -1.6% | +1.7% |
| 6M | +8.6% | -11.5% | +20.1% | +13.5% |
| YTD | +9.7% | -10.3% | +19.9% | +13.4% |
| 1Y | -6.3% | -14.4% | +8.1% | -1.5% |
| 3Y | +58.2% | -28.3% | +86.5% | +75.7% |
| 5Y | +110.4% | +1.7% | +108.7% | +92.5% |
| 10Y | +272.8% | -49.2% | +322.0% | +282.8% |
| All | +419.1% | -35.2% | +454.3% | +420.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling