+43.3%
TGT vs PFGC
+61.7%
-18.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | -3.6% | -3.7% | +0.1% | -2.4% |
| 30D | +4.4% | -16.0% | +20.4% | +10.1% |
| 3M | +25.4% | -4.1% | +29.5% | +26.3% |
| 6M | +33.4% | +8.7% | +24.7% | +28.6% |
| YTD | +65.6% | +6.4% | +59.2% | +58.7% |
| 1Y | +80.3% | -8.4% | +88.7% | +83.6% |
| All | +43.3% | +61.7% | -18.4% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 3y: compounded portfolio wealth divided by compounded PFGC 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…
3y analysis · Full analysis span regression · 6 months rolling