-1.6%
PFE vs TGT
+46.0%
-47.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.3% | -2.1% |
| 7D | -2.7% | -0.6% | -2.0% | -2.6% |
| 30D | +3.8% | +9.5% | -5.7% | +2.2% |
| 3M | +10.4% | +32.3% | -21.9% | +5.2% |
| 6M | +6.3% | +37.0% | -30.8% | +0.5% |
| YTD | +17.4% | +71.0% | -53.7% | +6.5% |
| 1Y | +21.1% | +85.0% | -63.9% | +8.2% |
| 3Y | -1.6% | +46.8% | -48.4% | -13.0% |
| All | -1.6% | +46.0% | -47.6% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling