+809.6%
TGT vs PBR
+1,916.3%
-1,106.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.5% |
| 7D | -5.0% | +4.2% | -9.3% | -5.7% |
| 30D | +3.0% | +22.7% | -19.7% | -0.3% |
| 3M | +22.6% | +21.5% | +1.1% | +18.6% |
| 6M | +31.2% | +24.0% | +7.2% | +26.0% |
| YTD | +63.7% | +88.2% | -24.5% | +46.7% |
| 1Y | +78.5% | +74.8% | +3.7% | +61.7% |
| 3Y | +40.5% | +105.1% | -64.6% | +22.9% |
| 5Y | -25.6% | +572.2% | -597.8% | -47.6% |
| 10Y | +204.7% | +692.7% | -488.0% | +86.3% |
| All | +809.6% | +1,916.3% | -1,106.7% | +291.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling