+28.0%
PCAR vs TGT
+79.1%
-51.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.1% |
| 7D | -0.2% | -3.6% | +3.4% | +0.5% |
| 30D | -6.9% | +4.4% | -11.3% | -7.7% |
| 3M | +2.1% | +25.4% | -23.3% | -3.0% |
| 6M | +1.6% | +33.4% | -31.8% | -5.3% |
| YTD | +12.2% | +65.6% | -53.4% | -3.8% |
| 1Y | +28.0% | +80.3% | -52.2% | +4.6% |
| All | +28.0% | +79.1% | -51.1% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling