+41.8%
TGT vs PBR
+99.7%
-57.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -5.2% | +5.4% | -10.6% | -6.0% |
| 30D | +1.2% | +22.9% | -21.7% | -2.0% |
| 3M | +18.4% | +19.6% | -1.3% | +14.9% |
| 6M | +33.4% | +16.5% | +17.0% | +29.2% |
| YTD | +63.8% | +86.7% | -22.8% | +42.2% |
| 1Y | +77.2% | +74.7% | +2.5% | +55.8% |
| 3Y | +41.8% | +102.6% | -60.8% | +15.9% |
| All | +41.8% | +99.7% | -57.9% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling