-25.6%
TGT vs PEG
+35.4%
-61.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | -5.0% | -0.9% | -4.1% | -4.7% |
| 30D | +3.0% | -2.8% | +5.8% | +4.0% |
| 3M | +22.6% | -6.9% | +29.6% | +25.8% |
| 6M | +31.2% | -11.4% | +42.6% | +36.9% |
| YTD | +63.7% | -7.4% | +71.1% | +67.5% |
| 1Y | +78.5% | -8.3% | +86.8% | +82.9% |
| 3Y | +40.5% | +31.5% | +9.0% | +17.2% |
| 5Y | -25.6% | +38.0% | -63.5% | -39.8% |
| All | -25.6% | +35.4% | -61.0% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling