+91.3%
PEP vs TGT
+205.2%
-114.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -0.3% | +2.6% | -2.9% | -0.8% |
| 30D | +11.8% | +6.6% | +5.1% | +10.4% |
| 3M | +3.7% | +5.2% | -1.6% | +2.6% |
| 6M | -4.3% | +35.3% | -39.6% | -9.6% |
| YTD | +2.1% | +70.3% | -68.2% | -7.7% |
| 1Y | +2.5% | +81.2% | -78.6% | -8.4% |
| 3Y | -5.0% | +66.9% | -72.0% | -17.2% |
| 5Y | +2.9% | -27.2% | +30.0% | +5.0% |
| All | +91.3% | +205.2% | -114.0% | +47.9% |
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