+168.2%
PCAR vs TGT
-21.7%
+189.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | 0.0% | -0.6% | +0.7% | +0.2% |
| 30D | -7.7% | +9.5% | -17.3% | -9.8% |
| 3M | +3.7% | +32.3% | -28.6% | -3.5% |
| 6M | +2.3% | +37.0% | -34.7% | -5.8% |
| YTD | +12.8% | +71.0% | -58.2% | -2.0% |
| 1Y | +27.8% | +85.0% | -57.3% | +8.6% |
| 3Y | +61.8% | +46.8% | +15.0% | +40.2% |
| 5Y | +168.2% | -22.7% | +190.9% | +167.4% |
| All | +168.2% | -21.7% | +189.9% | +167.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling