+77.2%
TGT vs PFG
+49.5%
+27.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | -5.2% | -0.4% | -4.8% | -5.2% |
| 30D | +1.2% | +2.9% | -1.7% | +0.8% |
| 3M | +18.4% | +6.7% | +11.7% | +17.0% |
| 6M | +33.4% | +33.8% | -0.3% | +25.7% |
| YTD | +63.8% | +35.0% | +28.8% | +54.0% |
| 1Y | +77.2% | +46.4% | +30.8% | +64.2% |
| All | +77.2% | +49.5% | +27.7% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling