+13.4%
PG vs TGT
-25.8%
+39.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.8% | -5.2% | +4.4% | -0.2% |
| 30D | +0.8% | +1.2% | -0.4% | +0.7% |
| 3M | -1.3% | +18.4% | -19.7% | -3.4% |
| 6M | -3.8% | +33.4% | -37.3% | -7.2% |
| YTD | +3.6% | +63.8% | -60.2% | -2.6% |
| 1Y | -5.7% | +77.2% | -82.9% | -12.3% |
| 3Y | +1.6% | +41.8% | -40.2% | -5.7% |
| All | +13.4% | -25.8% | +39.2% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling