+33.4%
TGT vs PNR
-36.1%
+69.4%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.9% |
| 7D | -3.6% | -3.9% | +0.3% | -3.1% |
| 30D | +4.4% | -13.8% | +18.2% | +6.2% |
| 3M | +25.4% | -22.5% | +47.9% | +27.3% |
| 6M | +33.4% | -37.2% | +70.5% | +41.8% |
| All | +33.4% | -36.1% | +69.4% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 6mo: compounded portfolio wealth divided by compounded PNR 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…
6mo analysis · Full analysis span regression · 6 months rolling