+48.8%
PFE vs TGT
+206.3%
-157.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -1.7% | +2.6% | -4.3% | -2.2% |
| 30D | +0.3% | +4.7% | -4.3% | -0.5% |
| 3M | +9.4% | +4.6% | +4.8% | +8.4% |
| 6M | +14.9% | +34.9% | -20.0% | +8.7% |
| YTD | +23.8% | +70.9% | -47.1% | +12.1% |
| 1Y | +19.5% | +84.4% | -64.8% | +6.7% |
| 3Y | +21.0% | +69.1% | -48.1% | +6.8% |
| 5Y | -23.9% | -26.9% | +3.1% | -24.1% |
| All | +48.8% | +206.3% | -157.5% | +12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling