+84.6%
TGT vs PBR
+70.4%
+14.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.2% |
| 7D | +0.8% | +8.6% | -7.8% | +1.2% |
| 30D | +12.2% | +12.8% | -0.6% | +12.9% |
| 3M | +33.8% | +14.7% | +19.1% | +34.6% |
| 6M | +39.3% | +25.2% | +14.1% | +39.6% |
| YTD | +72.9% | +77.1% | -4.3% | +69.0% |
| 1Y | +84.6% | +69.6% | +15.0% | +78.7% |
| All | +84.6% | +70.4% | +14.2% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling