+24.1%
PFE vs TGT
+84.5%
-60.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +1.8% | +0.8% | +1.0% | +1.6% |
| 30D | +10.2% | +12.2% | -2.0% | +8.4% |
| 3M | +12.7% | +33.8% | -21.1% | +8.0% |
| 6M | +10.5% | +39.3% | -28.8% | +5.2% |
| YTD | +20.2% | +72.9% | -52.7% | +8.2% |
| 1Y | +24.1% | +84.6% | -60.5% | +10.8% |
| All | +24.1% | +84.5% | -60.4% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling