+4.4%
PEP vs TGT
-27.7%
+32.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | +2.9% | +2.6% | +0.3% | +2.5% |
| 30D | +12.5% | +4.7% | +7.8% | +11.7% |
| 3M | +4.5% | +4.6% | 0.0% | +3.8% |
| 6M | -0.5% | +34.9% | -35.4% | -4.7% |
| YTD | +4.4% | +70.9% | -66.5% | -3.3% |
| 1Y | +4.4% | +84.4% | -80.0% | -4.4% |
| 3Y | -3.4% | +69.1% | -72.5% | -13.8% |
| All | +4.4% | -27.7% | +32.1% | +8.4% |
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