-25.6%
TGT vs PFG
+108.9%
-134.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.5% |
| 7D | -5.0% | -3.0% | -2.1% | -3.8% |
| 30D | +3.0% | +2.5% | +0.6% | +1.8% |
| 3M | +22.6% | +6.1% | +16.6% | +18.8% |
| 6M | +31.2% | +31.3% | -0.1% | +14.7% |
| YTD | +63.7% | +33.6% | +30.1% | +41.3% |
| 1Y | +78.5% | +48.5% | +30.0% | +45.8% |
| 3Y | +40.5% | +69.6% | -29.1% | +6.7% |
| 5Y | -25.6% | +111.5% | -137.0% | -48.8% |
| All | -25.6% | +108.9% | -134.5% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling