-12.5%
PEP vs TGT
+46.0%
-58.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +0.7% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | +0.7% | +9.5% | -8.9% | -0.4% |
| 3M | -0.5% | +32.3% | -32.8% | -3.5% |
| 6M | -11.3% | +37.0% | -48.3% | -14.3% |
| YTD | -0.6% | +71.0% | -71.6% | -5.9% |
| 1Y | +1.7% | +85.0% | -83.4% | -4.5% |
| 3Y | -12.5% | +46.8% | -59.3% | -17.8% |
| All | -12.5% | +46.0% | -58.5% | -17.8% |
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