+6,242.0%
TGT vs PH
+25,185.5%
-18,943.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.8% | -3.1% | +3.8% | +1.9% |
| 30D | +12.2% | -3.2% | +15.4% | +13.2% |
| 3M | +33.8% | +10.6% | +23.2% | +28.3% |
| 6M | +39.3% | -2.1% | +41.4% | +39.0% |
| YTD | +72.9% | +10.2% | +62.7% | +65.0% |
| 1Y | +84.6% | +28.2% | +56.3% | +66.2% |
| 3Y | +46.2% | +134.9% | -88.7% | +3.9% |
| 5Y | -21.3% | +253.6% | -275.0% | -52.2% |
| 10Y | +213.5% | +804.7% | -591.2% | +24.9% |
| All | +6,242.0% | +25,185.5% | -18,943.6% | +611.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling