+836.5%
PM vs TGT
+452.0%
+384.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -7.1% | +0.5% | -7.5% | -7.2% |
| 30D | -2.8% | +6.7% | -9.5% | -4.2% |
| 3M | +6.3% | +8.4% | -2.1% | +4.3% |
| 6M | +9.6% | +40.7% | -31.1% | +1.7% |
| YTD | +25.6% | +72.2% | -46.6% | +11.0% |
| 1Y | +29.7% | +86.2% | -56.5% | +12.6% |
| 3Y | +147.6% | +68.8% | +78.7% | +109.1% |
| 5Y | +160.1% | -25.2% | +185.3% | +162.1% |
| 10Y | +260.9% | +210.0% | +50.9% | +131.8% |
| All | +836.5% | +452.0% | +384.5% | +360.3% |
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