+295.0%
PCAR vs TGT
+214.1%
+80.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.9% | +2.3% |
| 7D | +2.2% | +0.5% | +1.7% | +2.1% |
| 30D | +0.3% | +6.7% | -6.3% | -1.3% |
| 3M | -17.9% | +8.4% | -26.3% | -19.7% |
| 6M | -3.4% | +40.7% | -44.1% | -11.9% |
| YTD | -0.1% | +72.2% | -72.3% | -13.7% |
| 1Y | +13.4% | +86.2% | -72.7% | -4.1% |
| 3Y | +37.2% | +68.8% | -31.6% | +15.0% |
| 5Y | +117.3% | -25.2% | +142.6% | +117.8% |
| 10Y | +295.0% | +210.0% | +84.9% | +189.0% |
| All | +295.0% | +214.1% | +80.9% | +189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 10y: compounded portfolio wealth divided by compounded TGT 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…
10y analysis · Full analysis span regression · 6 months rolling