+203.6%
TGT vs PEG
+148.0%
+55.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -5.2% | -0.9% | -4.4% | -4.9% |
| 30D | +1.2% | -3.7% | +4.9% | +2.5% |
| 3M | +18.4% | -7.3% | +25.7% | +21.6% |
| 6M | +33.4% | -10.5% | +43.9% | +38.6% |
| YTD | +63.8% | -7.5% | +71.3% | +67.7% |
| 1Y | +77.2% | -8.7% | +85.9% | +81.9% |
| 3Y | +41.8% | +31.4% | +10.4% | +23.8% |
| 5Y | -25.5% | +37.8% | -63.3% | -36.4% |
| All | +203.6% | +148.0% | +55.6% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling