+3,159.9%
PEP vs TGT
+6,379.3%
-3,219.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -1.4% | +0.8% | -2.2% | -1.6% |
| 30D | +0.2% | +12.2% | -12.0% | -2.2% |
| 3M | -1.1% | +33.8% | -34.9% | -7.1% |
| 6M | -13.5% | +39.3% | -52.8% | -19.5% |
| YTD | -1.2% | +72.9% | -74.0% | -12.2% |
| 1Y | -1.6% | +84.6% | -86.1% | -13.9% |
| 3Y | -12.5% | +46.2% | -58.7% | -22.3% |
| 5Y | +3.0% | -21.3% | +24.4% | +2.0% |
| 10Y | +73.9% | +213.5% | -139.6% | +23.1% |
| All | +3,159.9% | +6,379.3% | -3,219.3% | +685.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling