+763.1%
PM vs TGT
+454.0%
+309.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -4.9% | +0.8% | -5.6% | -5.0% |
| 30D | -3.4% | +12.2% | -15.6% | -5.8% |
| 3M | +5.2% | +33.8% | -28.6% | -1.2% |
| 6M | +3.7% | +39.3% | -35.6% | -3.7% |
| YTD | +15.8% | +72.9% | -57.1% | +2.4% |
| 1Y | +17.4% | +84.6% | -67.2% | +2.0% |
| 3Y | +116.9% | +46.2% | +70.7% | +90.2% |
| 5Y | +117.3% | -21.3% | +138.7% | +116.2% |
| 10Y | +193.8% | +213.5% | -19.8% | +88.1% |
| All | +763.1% | +454.0% | +309.1% | +324.6% |
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