+3,439.0%
PFE vs TGT
+6,319.4%
-2,880.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.9% |
| 7D | -0.7% | +5.5% | -6.2% | -2.0% |
| 30D | +5.3% | +6.0% | -0.7% | +3.9% |
| 3M | +10.1% | +8.0% | +2.1% | +8.0% |
| 6M | +18.0% | +32.3% | -14.3% | +10.0% |
| YTD | +25.8% | +71.3% | -45.5% | +10.1% |
| 1Y | +28.4% | +86.8% | -58.4% | +10.0% |
| 3Y | +20.9% | +67.9% | -46.9% | +2.9% |
| 5Y | -21.5% | -25.1% | +3.5% | -21.8% |
| 10Y | +46.2% | +211.8% | -165.6% | -2.3% |
| All | +3,439.0% | +6,319.4% | -2,880.4% | +814.2% |
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