+3.2%
PEP vs TGT
-25.2%
+28.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.8% |
| 7D | -1.7% | -3.6% | +1.9% | -1.2% |
| 30D | +0.3% | +4.4% | -4.1% | -0.3% |
| 3M | -3.2% | +25.4% | -28.6% | -6.3% |
| 6M | -13.6% | +33.4% | -46.9% | -17.1% |
| YTD | -1.9% | +65.6% | -67.4% | -8.6% |
| 1Y | -0.6% | +80.3% | -80.9% | -8.6% |
| 3Y | -13.6% | +42.1% | -55.7% | -20.5% |
| 5Y | +3.2% | -25.0% | +28.2% | +4.8% |
| All | +3.2% | -25.2% | +28.4% | +4.8% |
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 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