+5,975.1%
TGT vs PEG
+2,862.2%
+3,112.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.4% |
| 7D | -3.6% | -1.0% | -2.6% | -3.2% |
| 30D | +4.4% | -2.6% | +7.0% | +5.3% |
| 3M | +25.4% | -7.6% | +33.0% | +28.7% |
| 6M | +33.4% | -12.2% | +45.5% | +39.1% |
| YTD | +65.6% | -8.1% | +73.7% | +69.6% |
| 1Y | +80.3% | -7.0% | +87.3% | +83.6% |
| 3Y | +42.1% | +30.6% | +11.6% | +27.2% |
| 5Y | -25.0% | +34.4% | -59.4% | -33.9% |
| 10Y | +208.2% | +146.5% | +61.7% | +116.0% |
| All | +5,975.1% | +2,862.2% | +3,112.9% | +1,677.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling