+124.3%
PM vs TGT
+46.0%
+78.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.2% |
| 7D | -1.3% | -0.6% | -0.7% | -1.3% |
| 30D | -2.6% | +9.5% | -12.1% | -2.6% |
| 3M | +5.8% | +32.3% | -26.5% | +5.7% |
| 6M | +10.6% | +37.0% | -26.5% | +10.4% |
| YTD | +17.2% | +71.0% | -53.9% | +17.0% |
| 1Y | +17.6% | +85.0% | -67.4% | +17.4% |
| 3Y | +124.3% | +46.8% | +77.4% | +120.0% |
| All | +124.3% | +46.0% | +78.2% | +120.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling