+43.3%
TGT vs PH
+137.6%
-94.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | +4.4% | -10.3% | +14.7% | +8.1% |
| 3M | +25.4% | +5.1% | +20.3% | +22.3% |
| 6M | +33.4% | +2.3% | +31.1% | +30.9% |
| YTD | +65.6% | +8.7% | +56.9% | +58.3% |
| 1Y | +80.3% | +26.8% | +53.5% | +61.6% |
| All | +43.3% | +137.6% | -94.3% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling