+3,375.1%
PFE vs TGT
+6,284.4%
-2,909.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | -2.1% | +2.6% | -4.7% | -2.7% |
| 30D | +3.1% | +6.6% | -3.5% | +1.6% |
| 3M | +11.2% | +5.2% | +6.0% | +9.7% |
| 6M | +15.0% | +35.3% | -20.3% | +6.8% |
| YTD | +23.5% | +70.3% | -46.8% | +8.2% |
| 1Y | +18.9% | +81.2% | -62.2% | +2.6% |
| 3Y | +18.7% | +66.9% | -48.2% | +1.1% |
| 5Y | -24.0% | -27.2% | +3.1% | -23.7% |
| 10Y | +47.5% | +206.6% | -159.1% | -1.0% |
| All | +3,375.1% | +6,284.4% | -2,909.3% | +798.9% |
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