+75.7%
PEP vs TGT
+207.2%
-131.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -1.4% | -5.0% | +3.7% | -0.5% |
| 30D | -0.2% | +3.0% | -3.3% | -0.8% |
| 3M | -4.3% | +22.6% | -26.9% | -7.9% |
| 6M | -13.2% | +31.2% | -44.4% | -17.5% |
| YTD | -1.9% | +63.7% | -65.6% | -10.5% |
| 1Y | -0.3% | +78.5% | -78.8% | -10.6% |
| 3Y | -13.6% | +40.5% | -54.1% | -21.8% |
| 5Y | +3.4% | -25.6% | +29.0% | +4.7% |
| All | +75.7% | +207.2% | -131.5% | +38.9% |
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