+848.9%
PM vs TGT
+447.8%
+401.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.8% | +1.1% |
| 7D | +0.5% | +2.6% | -2.1% | 0.0% |
| 30D | -3.2% | +4.7% | -7.9% | -4.2% |
| 3M | +6.2% | +4.6% | +1.7% | +5.0% |
| 6M | +7.7% | +34.9% | -27.2% | +0.8% |
| YTD | +27.3% | +70.9% | -43.6% | +12.7% |
| 1Y | +32.8% | +84.4% | -51.6% | +15.5% |
| 3Y | +150.0% | +69.1% | +80.9% | +111.0% |
| 5Y | +164.2% | -26.9% | +191.2% | +167.8% |
| 10Y | +265.7% | +207.6% | +58.1% | +135.2% |
| All | +848.9% | +447.8% | +401.2% | +367.1% |
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 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