+438.6%
PWR vs TGT
-26.4%
+464.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | -0.2% | -5.0% | +4.8% | +0.8% |
| 30D | -7.7% | +3.0% | -10.8% | -8.4% |
| 3M | -4.9% | +22.6% | -27.5% | -9.3% |
| 6M | +9.7% | +31.2% | -21.5% | +2.9% |
| YTD | +46.7% | +63.7% | -17.0% | +30.5% |
| 1Y | +58.7% | +78.5% | -19.8% | +38.2% |
| 3Y | +200.7% | +40.5% | +160.2% | +163.4% |
| 5Y | +438.6% | -25.6% | +464.1% | +463.0% |
| All | +438.6% | -26.4% | +464.9% | +463.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling