+203.4%
TGT vs PH
+804.8%
-601.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | -5.0% | -3.1% | -1.9% | -4.0% |
| 30D | +3.0% | -11.8% | +14.8% | +7.4% |
| 3M | +22.6% | +6.9% | +15.7% | +19.2% |
| 6M | +31.2% | -1.3% | +32.5% | +30.6% |
| YTD | +63.7% | +7.0% | +56.7% | +58.2% |
| 1Y | +78.5% | +23.1% | +55.4% | +63.6% |
| 3Y | +40.5% | +135.4% | -94.9% | +1.4% |
| 5Y | -25.6% | +250.3% | -275.9% | -53.5% |
| All | +203.4% | +804.8% | -601.4% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling