+188.2%
TGT vs PFGC
+409.4%
-221.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.8% |
| 7D | -0.6% | -2.4% | +1.8% | -0.3% |
| 30D | +9.5% | -15.8% | +25.3% | +12.3% |
| 3M | +32.3% | -0.6% | +32.9% | +32.2% |
| 6M | +37.0% | +10.7% | +26.4% | +34.7% |
| YTD | +71.0% | +7.6% | +63.4% | +68.3% |
| 1Y | +85.0% | -7.8% | +92.8% | +86.3% |
| 3Y | +46.8% | +63.7% | -16.9% | +35.7% |
| 5Y | -22.7% | +112.3% | -135.0% | -31.1% |
| 10Y | +216.3% | +286.7% | -70.4% | +165.3% |
| All | +188.2% | +409.4% | -221.2% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling