+33.5%
PCAR vs TGT
+69.8%
-36.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.3% |
| 7D | +3.5% | +5.5% | -2.0% | +2.2% |
| 30D | -2.3% | +6.0% | -8.3% | -3.7% |
| 3M | -19.3% | +8.0% | -27.3% | -21.0% |
| 6M | -7.1% | +32.3% | -39.4% | -13.8% |
| YTD | -2.8% | +71.3% | -74.0% | -15.9% |
| 1Y | +9.3% | +86.8% | -77.5% | -7.7% |
| 3Y | +33.5% | +67.9% | -34.4% | +17.3% |
| All | +33.5% | +69.8% | -36.3% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling