+5,975.1%
TGT vs PNR
+3,485.2%
+2,489.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.6% |
| 7D | -3.6% | -3.9% | +0.3% | -2.3% |
| 30D | +4.4% | -13.8% | +18.2% | +9.7% |
| 3M | +25.4% | -22.5% | +47.9% | +35.2% |
| 6M | +33.4% | -37.2% | +70.5% | +53.6% |
| YTD | +65.6% | -44.2% | +109.8% | +97.6% |
| 1Y | +80.3% | -46.6% | +126.9% | +118.4% |
| 3Y | +42.1% | -12.5% | +54.6% | +45.1% |
| 5Y | -25.0% | -19.3% | -5.7% | -22.0% |
| 10Y | +208.2% | +67.5% | +140.7% | +143.7% |
| All | +5,975.1% | +3,485.2% | +2,489.9% | +1,989.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling