+105.7%
PCG vs TGT
+6,379.3%
-6,273.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.2% | +2.4% |
| 7D | -13.9% | +0.8% | -14.6% | -13.9% |
| 30D | -16.9% | +12.2% | -29.0% | -18.6% |
| 3M | -14.7% | +33.8% | -48.5% | -19.3% |
| 6M | -23.8% | +39.3% | -63.1% | -28.5% |
| YTD | -10.5% | +72.9% | -83.4% | -19.5% |
| 1Y | -5.1% | +84.6% | -89.7% | -15.8% |
| 3Y | -11.6% | +46.2% | -57.8% | -20.2% |
| 5Y | +59.0% | -21.3% | +80.4% | +57.8% |
| 10Y | -75.7% | +213.5% | -289.3% | -81.4% |
| All | +105.7% | +6,379.3% | -6,273.6% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling