+268.2%
PM vs TGT
+205.2%
+63.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -2.4% | +2.6% | -5.0% | -2.7% |
| 30D | -1.3% | +6.6% | -7.9% | -2.1% |
| 3M | +6.5% | +5.2% | +1.3% | +5.7% |
| 6M | +7.0% | +35.3% | -28.3% | +2.9% |
| YTD | +25.8% | +70.3% | -44.5% | +17.1% |
| 1Y | +30.9% | +81.2% | -50.3% | +20.8% |
| 3Y | +148.0% | +66.9% | +81.0% | +123.4% |
| 5Y | +161.2% | -27.2% | +188.4% | +166.5% |
| All | +268.2% | +205.2% | +63.0% | +205.1% |
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