+116.1%
PG vs TGT
+207.4%
-91.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.8% | -5.2% | +4.4% | +0.1% |
| 30D | +0.8% | +1.2% | -0.4% | +0.6% |
| 3M | -1.3% | +18.4% | -19.7% | -4.1% |
| 6M | -3.8% | +33.4% | -37.3% | -8.4% |
| YTD | +3.6% | +63.8% | -60.2% | -4.6% |
| 1Y | -5.7% | +77.2% | -82.9% | -14.5% |
| 3Y | +1.6% | +41.8% | -40.2% | -7.4% |
| 5Y | +14.6% | -25.5% | +40.1% | +16.2% |
| All | +116.1% | +207.4% | -91.2% | +75.4% |
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