+488.3%
PFGC vs TAP
-36.2%
+524.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.5% |
| 7D | +10.8% | -7.8% | +18.7% | +14.8% |
| 30D | +17.8% | +7.1% | +10.7% | +14.3% |
| 3M | -2.7% | -7.0% | +4.3% | 0.0% |
| 6M | +20.0% | -3.8% | +23.8% | +21.0% |
| YTD | +24.3% | -11.7% | +36.0% | +29.0% |
| 1Y | +13.2% | -10.1% | +23.3% | +16.4% |
| 3Y | +85.9% | -23.7% | +109.6% | +100.0% |
| 5Y | +141.0% | +2.9% | +138.1% | +118.5% |
| 10Y | +370.6% | -49.5% | +420.1% | +383.5% |
| All | +488.3% | -36.2% | +524.5% | +492.0% |
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